+43.2%
KO vs QCOM
-0.4%
+43.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.3% | +1.6% |
| 7D | +4.4% | -5.3% | +9.8% | +3.9% |
| 30D | +10.7% | -4.2% | +14.9% | +10.4% |
| 3M | +11.3% | +7.0% | +4.3% | +12.5% |
| 6M | +24.0% | +3.8% | +20.3% | +23.6% |
| YTD | +39.7% | +2.8% | +36.9% | +38.3% |
| 1Y | +43.2% | +2.3% | +40.9% | +41.8% |
| All | +43.2% | -0.4% | +43.6% | +41.8% |
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