+404.3%
META vs QCOM
+219.9%
+184.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -1.3% |
| 7D | -0.8% | +0.4% | -1.2% | -1.1% |
| 30D | -15.4% | -6.6% | -8.8% | -13.6% |
| 3M | +3.5% | +3.7% | -0.2% | +1.3% |
| 6M | -0.3% | -13.3% | +13.0% | +0.8% |
| YTD | -7.3% | -1.8% | -5.5% | -13.0% |
| 1Y | -1.1% | -2.5% | +1.4% | -7.1% |
| 3Y | +95.1% | +47.0% | +48.1% | +44.8% |
| 5Y | +80.6% | +13.1% | +67.5% | +49.0% |
| All | +404.3% | +219.9% | +184.4% | +189.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling