+81.7%
KO vs QCOM
+38.0%
+43.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -0.8% | +4.4% | -5.1% | -0.8% |
| 30D | +0.8% | +9.4% | -8.6% | +0.7% |
| 3M | +8.3% | -13.7% | +22.0% | +8.5% |
| 6M | +14.0% | +28.9% | -14.9% | +11.9% |
| YTD | +26.9% | +4.7% | +22.2% | +25.6% |
| 1Y | +32.7% | +13.5% | +19.2% | +30.6% |
| 3Y | +63.9% | +77.1% | -13.1% | +51.6% |
| 5Y | +81.7% | +38.9% | +42.8% | +72.2% |
| All | +81.7% | +38.0% | +43.7% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling