+228.7%
KO vs QCOM
+235.1%
-6.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.0% |
| 7D | +3.7% | +4.3% | -0.5% | +3.4% |
| 30D | +8.1% | -0.1% | +8.2% | +7.9% |
| 3M | +14.2% | +5.2% | +9.0% | +13.4% |
| 6M | +25.2% | -18.4% | +43.6% | +25.9% |
| YTD | +44.7% | +2.4% | +42.3% | +41.4% |
| 1Y | +43.4% | +0.9% | +42.5% | +40.2% |
| 3Y | +90.1% | +48.4% | +41.7% | +72.1% |
| 5Y | +103.0% | +16.6% | +86.4% | +86.2% |
| All | +228.7% | +235.1% | -6.4% | +147.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling