+57.3%
LLY vs QCOM
-0.4%
+57.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | +0.5% |
| 7D | +10.1% | -5.3% | +15.4% | +10.1% |
| 30D | +24.0% | -4.2% | +28.2% | +24.1% |
| 3M | +27.3% | +7.0% | +20.2% | +26.5% |
| 6M | +47.0% | +3.8% | +43.2% | +38.2% |
| YTD | +32.6% | +2.8% | +29.7% | +25.1% |
| 1Y | +57.3% | +2.3% | +55.1% | +48.5% |
| All | +57.3% | -0.4% | +57.7% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling