+93.4%
META vs QCOM
+39.2%
+54.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.5% | +5.5% | -1.5% |
| 7D | -3.1% | -15.5% | +12.3% | +0.9% |
| 30D | -18.1% | -13.4% | -4.7% | -15.3% |
| 3M | +2.9% | 0.0% | +2.8% | +2.7% |
| 6M | +0.2% | -15.2% | +15.4% | +1.5% |
| YTD | -8.1% | -6.9% | -1.2% | -10.4% |
| 1Y | -4.5% | -11.0% | +6.4% | -5.6% |
| All | +93.4% | +39.2% | +54.2% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling