+64.1%
MSFT vs QCOM
+13.0%
+51.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -2.4% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | +0.2% | -6.6% | +6.8% | +1.6% |
| 3M | +6.4% | +3.7% | +2.7% | +4.6% |
| 6M | +28.7% | -13.3% | +42.0% | +28.2% |
| YTD | +10.4% | -1.8% | +12.2% | +4.3% |
| 1Y | +7.6% | -2.5% | +10.1% | +1.7% |
| 3Y | +52.3% | +47.0% | +5.3% | +13.9% |
| All | +64.1% | +13.0% | +51.1% | +34.6% |
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