+177.9%
KO vs QCOM
+284.7%
-106.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.1% | +4.9% | -6.0% | -1.5% |
| 30D | +1.6% | +9.3% | -7.8% | +0.8% |
| 3M | +5.8% | -7.0% | +12.7% | +6.0% |
| 6M | +14.3% | +32.0% | -17.7% | +9.2% |
| YTD | +27.3% | +5.0% | +22.3% | +24.5% |
| 1Y | +33.2% | +13.6% | +19.6% | +28.7% |
| 3Y | +64.5% | +77.6% | -13.1% | +45.5% |
| 5Y | +83.1% | +38.2% | +44.9% | +63.7% |
| All | +177.9% | +284.7% | -106.8% | +106.7% |
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