+73.5%
MSFT vs QCOM
+30.0%
+43.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -2.7% | +3.3% | -6.0% | -3.5% |
| 30D | +2.7% | +7.7% | -5.0% | +0.7% |
| 3M | +17.0% | -30.1% | +47.0% | +27.2% |
| 6M | +23.8% | +22.8% | +1.0% | +9.6% |
| YTD | +4.0% | +0.2% | +3.8% | -1.6% |
| 1Y | -0.8% | +7.9% | -8.7% | -9.3% |
| 3Y | +55.6% | +55.8% | -0.2% | +15.5% |
| All | +73.5% | +30.0% | +43.4% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling