+15,177.6%
LLY vs QCOM
+53,144.7%
-37,967.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | +3.3% | -5.5% | -2.5% |
| 30D | -1.6% | +7.7% | -9.3% | -2.5% |
| 3M | +2.3% | -30.1% | +32.3% | +5.8% |
| 6M | +14.9% | +22.8% | -8.0% | +10.7% |
| YTD | +7.5% | +0.2% | +7.3% | +5.9% |
| 1Y | +55.7% | +7.9% | +47.8% | +51.9% |
| 3Y | +110.6% | +55.8% | +54.8% | +95.4% |
| 5Y | +363.4% | +30.1% | +333.4% | +331.3% |
| 10Y | +1,649.0% | +248.9% | +1,400.1% | +1,323.6% |
| All | +15,177.6% | +53,144.7% | -37,967.0% | +8,074.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling