+45.4%
MSFT vs QCOM
+51.7%
-6.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.0% | -2.5% |
| 7D | -6.2% | +2.0% | -8.2% | -6.6% |
| 30D | -3.7% | +1.2% | -4.9% | -4.0% |
| 3M | +3.6% | +9.1% | -5.5% | +2.1% |
| 6M | +26.8% | -25.0% | +51.8% | +30.8% |
| YTD | +8.4% | +4.8% | +3.6% | +3.5% |
| 1Y | +3.3% | +3.6% | -0.3% | -1.2% |
| All | +45.4% | +51.7% | -6.3% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling