+97.6%
META vs QCOM
+19.6%
+78.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | +3.3% | +5.5% | -2.3% | +0.8% |
| 30D | -10.8% | -1.1% | -9.6% | -10.8% |
| 3M | +7.9% | +7.6% | +0.3% | +3.9% |
| 6M | +5.4% | -20.1% | +25.5% | +10.7% |
| YTD | -2.6% | +3.0% | -5.6% | -11.7% |
| 1Y | +1.9% | +3.2% | -1.4% | -8.0% |
| 3Y | +97.0% | +48.9% | +48.1% | +29.0% |
| All | +97.6% | +19.6% | +78.0% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling