+2,006.3%
LLY vs QCOM
+237.1%
+1,769.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +3.8% |
| 7D | +0.1% | +5.8% | -5.7% | -0.8% |
| 30D | +19.7% | -2.3% | +22.0% | +19.8% |
| 3M | +19.3% | +2.7% | +16.5% | +18.0% |
| 6M | +49.3% | -21.0% | +70.4% | +51.8% |
| YTD | +32.0% | +1.8% | +30.2% | +27.7% |
| 1Y | +53.7% | +2.4% | +51.3% | +48.5% |
| 3Y | +143.7% | +52.1% | +91.6% | +117.7% |
| 5Y | +463.9% | +14.6% | +449.2% | +414.8% |
| 10Y | +2,006.3% | +230.9% | +1,775.5% | +1,453.3% |
| All | +2,006.3% | +237.1% | +1,769.3% | +1,453.3% |
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