+915.1%
MSFT vs QCOM
+235.1%
+680.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.0% |
| 7D | -1.3% | +4.3% | -5.5% | -2.6% |
| 30D | -1.8% | -0.1% | -1.8% | -2.2% |
| 3M | +5.6% | +5.2% | +0.4% | +2.9% |
| 6M | +29.8% | -18.4% | +48.2% | +33.6% |
| YTD | +9.0% | +2.4% | +6.6% | +0.9% |
| 1Y | +4.9% | +0.9% | +4.1% | -2.5% |
| 3Y | +46.2% | +48.4% | -2.2% | +9.7% |
| 5Y | +62.1% | +16.6% | +45.5% | +29.7% |
| All | +915.1% | +235.1% | +680.0% | +403.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling