+134.1%
LLY vs QCOM
+39.2%
+94.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.5% | +5.7% | -2.5% |
| 7D | -0.7% | -15.5% | +14.8% | +1.3% |
| 30D | +17.9% | -13.4% | +31.3% | +19.8% |
| 3M | +16.8% | 0.0% | +16.8% | +15.9% |
| 6M | +38.4% | -15.2% | +53.6% | +36.8% |
| YTD | +27.6% | -6.9% | +34.5% | +22.8% |
| 1Y | +48.3% | -11.0% | +59.3% | +44.1% |
| All | +134.1% | +39.2% | +94.9% | +130.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling