+372.0%
LLY vs QCOM
+30.0%
+342.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | +3.3% | -5.5% | -2.6% |
| 30D | -1.6% | +7.7% | -9.3% | -2.6% |
| 3M | +2.3% | -30.1% | +32.3% | +6.8% |
| 6M | +14.9% | +22.8% | -8.0% | +8.3% |
| YTD | +7.5% | +0.2% | +7.3% | +4.6% |
| 1Y | +55.7% | +7.9% | +47.8% | +49.3% |
| 3Y | +110.6% | +55.8% | +54.8% | +92.0% |
| All | +372.0% | +30.0% | +342.0% | +334.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling