+32.7%
KO vs QCOM
+10.3%
+22.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.8% | +3.3% | -5.1% | -1.5% |
| 30D | +1.4% | +7.7% | -6.3% | +2.2% |
| 3M | +15.4% | -30.1% | +45.4% | +13.0% |
| 6M | +14.3% | +22.8% | -8.6% | +14.4% |
| YTD | +27.7% | +0.2% | +27.5% | +26.4% |
| 1Y | +32.7% | +7.9% | +24.8% | +32.1% |
| All | +32.7% | +10.3% | +22.4% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling