+9.0%
MSFT vs QCOM
-0.4%
+9.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.3% | +1.4% | +6.4% |
| 7D | +4.7% | -5.3% | +10.0% | +4.8% |
| 30D | +5.8% | -4.2% | +10.0% | +5.9% |
| 3M | +13.0% | +7.0% | +5.9% | +13.1% |
| 6M | +34.9% | +3.8% | +31.1% | +32.8% |
| YTD | +15.7% | +2.8% | +12.8% | +10.9% |
| 1Y | +9.0% | +2.3% | +6.7% | +4.2% |
| All | +9.0% | -0.4% | +9.3% | +4.2% |
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 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