+483.3%
LLY vs QCOM
+15.5%
+467.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.6% |
| 7D | +6.7% | +4.3% | +2.5% | +6.2% |
| 30D | +19.6% | -0.1% | +19.7% | +19.3% |
| 3M | +19.7% | +5.2% | +14.5% | +18.3% |
| 6M | +42.7% | -18.4% | +61.1% | +44.4% |
| YTD | +35.1% | +2.4% | +32.7% | +30.4% |
| 1Y | +42.2% | +0.9% | +41.3% | +37.5% |
| 3Y | +140.8% | +48.4% | +92.4% | +119.5% |
| All | +483.3% | +15.5% | +467.8% | +448.3% |
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 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