+2,167.0%
KO vs QCOM
+53,144.7%
-50,977.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.8% | +3.3% | -5.1% | -2.0% |
| 30D | +1.4% | +7.7% | -6.3% | +0.8% |
| 3M | +15.4% | -30.1% | +45.4% | +18.1% |
| 6M | +14.3% | +22.8% | -8.6% | +11.1% |
| YTD | +27.7% | +0.2% | +27.5% | +26.1% |
| 1Y | +32.7% | +7.9% | +24.8% | +30.0% |
| 3Y | +62.2% | +55.8% | +6.4% | +51.9% |
| 5Y | +80.0% | +30.1% | +49.9% | +69.0% |
| 10Y | +175.6% | +248.9% | -73.3% | +133.9% |
| All | +2,167.0% | +53,144.7% | -50,977.7% | +1,255.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling