-17.3%
META vs QCOM
+10.3%
-27.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | +3.3% | +3.4% | +6.3% |
| 30D | +4.8% | +7.7% | -2.9% | +3.9% |
| 3M | -1.6% | -30.1% | +28.4% | +1.0% |
| 6M | -7.5% | +22.8% | -30.3% | -11.6% |
| YTD | -6.4% | +0.2% | -6.6% | -6.5% |
| 1Y | -17.3% | +7.9% | -25.2% | -19.5% |
| All | -17.3% | +10.3% | -27.6% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling