+3.2%
MSFT vs QCOM
+3.3%
-0.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -2.4% | +13.0% | -15.4% | -3.1% |
| 30D | -3.8% | +0.2% | -3.9% | -3.9% |
| 3M | +6.4% | +9.2% | -2.8% | +6.4% |
| 6M | +28.8% | -15.0% | +43.8% | +29.0% |
| YTD | +8.8% | +5.2% | +3.6% | +3.9% |
| 1Y | +3.2% | +2.4% | +0.8% | -1.4% |
| All | +3.2% | +3.3% | -0.2% | -1.4% |
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