+2,049.9%
LLY vs QCOM
+251.1%
+1,798.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | +0.1% |
| 7D | +1.4% | +2.0% | -0.6% | +1.0% |
| 30D | +21.5% | +1.2% | +20.3% | +21.0% |
| 3M | +18.5% | +9.1% | +9.3% | +16.2% |
| 6M | +49.1% | -25.0% | +74.1% | +53.1% |
| YTD | +34.4% | +4.8% | +29.5% | +29.5% |
| 1Y | +46.3% | +3.6% | +42.7% | +41.1% |
| 3Y | +145.5% | +51.5% | +94.0% | +119.4% |
| 5Y | +472.7% | +19.7% | +453.0% | +419.5% |
| 10Y | +2,049.9% | +245.8% | +1,804.1% | +1,471.4% |
| All | +2,049.9% | +251.1% | +1,798.8% | +1,471.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling