+1,563.7%
META vs QCOM
+341.2%
+1,222.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -3.9% | -0.5% |
| 7D | +2.9% | -5.3% | +8.2% | +4.6% |
| 30D | -15.1% | -4.2% | -10.9% | -14.0% |
| 3M | +7.2% | +7.0% | +0.2% | +4.0% |
| 6M | +3.4% | +3.8% | -0.4% | -2.4% |
| YTD | -4.3% | +2.8% | -7.1% | -10.9% |
| 1Y | +0.8% | +2.3% | -1.5% | -6.2% |
| 3Y | +102.2% | +54.4% | +47.8% | +52.8% |
| 5Y | +89.4% | +23.7% | +65.7% | +55.5% |
| 10Y | +426.7% | +240.0% | +186.8% | +211.1% |
| All | +1,563.7% | +341.2% | +1,222.5% | +849.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling