+443.8%
LLY vs QCOM
+13.0%
+430.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.4% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | +13.9% | -6.6% | +20.5% | +14.5% |
| 3M | +13.8% | +3.7% | +10.1% | +12.5% |
| 6M | +37.6% | -13.3% | +50.9% | +37.0% |
| YTD | +26.6% | -1.8% | +28.4% | +22.9% |
| 1Y | +45.3% | -2.5% | +47.9% | +41.1% |
| 3Y | +132.2% | +47.0% | +85.3% | +112.4% |
| All | +443.8% | +13.0% | +430.9% | +414.8% |
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