+400.1%
META vs QCOM
+203.2%
+196.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.5% | +5.5% | -0.3% |
| 7D | -3.1% | -15.5% | +12.3% | +2.9% |
| 30D | -18.1% | -13.4% | -4.7% | -13.8% |
| 3M | +2.9% | 0.0% | +2.8% | +2.0% |
| 6M | +0.2% | -15.2% | +15.4% | +2.1% |
| YTD | -8.1% | -6.9% | -1.2% | -11.9% |
| 1Y | -4.5% | -11.0% | +6.4% | -6.9% |
| 3Y | +94.2% | +39.8% | +54.4% | +47.0% |
| 5Y | +79.1% | +7.2% | +71.9% | +50.9% |
| All | +400.1% | +203.2% | +196.9% | +193.2% |
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