+894.4%
MSFT vs QCOM
+251.1%
+643.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.0% | -2.8% |
| 7D | -6.2% | +2.0% | -8.2% | -7.0% |
| 30D | -3.7% | +1.2% | -4.9% | -4.5% |
| 3M | +3.6% | +9.1% | -5.5% | -0.2% |
| 6M | +26.8% | -25.0% | +51.8% | +34.2% |
| YTD | +8.4% | +4.8% | +3.6% | -0.4% |
| 1Y | +3.3% | +3.6% | -0.3% | -4.9% |
| 3Y | +44.3% | +51.5% | -7.2% | +7.6% |
| 5Y | +63.3% | +19.7% | +43.6% | +29.5% |
| 10Y | +894.4% | +245.8% | +648.6% | +390.7% |
| All | +894.4% | +251.1% | +643.3% | +390.7% |
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