+99.1%
KO vs QCOM
+21.7%
+77.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.7% |
| 7D | +1.8% | +2.0% | -0.1% | +1.8% |
| 30D | +8.7% | +1.2% | +7.4% | +8.6% |
| 3M | +13.5% | +9.1% | +4.4% | +13.4% |
| 6M | +25.6% | -25.0% | +50.6% | +26.0% |
| YTD | +42.3% | +4.8% | +37.4% | +40.8% |
| 1Y | +39.9% | +3.6% | +36.3% | +38.5% |
| 3Y | +87.5% | +51.5% | +36.1% | +76.2% |
| 5Y | +99.1% | +19.7% | +79.3% | +85.6% |
| All | +99.1% | +21.7% | +77.4% | +85.6% |
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