+2,470.0%
KO vs QCOM
+54,321.6%
-51,851.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.1% |
| 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% | +42.2% |
| 1Y | +43.4% | +0.9% | +42.5% | +41.0% |
| 3Y | +90.1% | +48.4% | +41.7% | +78.4% |
| 5Y | +103.0% | +16.6% | +86.4% | +92.1% |
| 10Y | +229.8% | +237.8% | -8.0% | +179.8% |
| All | +2,470.0% | +54,321.6% | -51,851.6% | +1,429.8% |
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