-1.1%
META vs QCOM
-5.0%
+3.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | 0.0% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -15.4% | -6.6% | -8.8% | -14.7% |
| 3M | +3.5% | +3.7% | -0.2% | +3.6% |
| 6M | -0.3% | -13.3% | +13.0% | +2.1% |
| YTD | -7.3% | -1.8% | -5.5% | -5.9% |
| 1Y | -1.1% | -2.5% | +1.4% | +0.5% |
| All | -1.1% | -5.0% | +3.9% | +0.5% |
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