+38,639.9%
MSFT vs QCOM
+53,144.7%
-14,504.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.1% |
| 6M | +23.8% | +22.8% | +1.0% | +13.5% |
| YTD | +4.0% | +0.2% | +3.8% | +0.2% |
| 1Y | -0.8% | +7.9% | -8.7% | -6.7% |
| 3Y | +55.6% | +55.8% | -0.2% | +29.9% |
| 5Y | +72.9% | +30.1% | +42.8% | +48.7% |
| 10Y | +875.8% | +248.9% | +626.9% | +543.0% |
| All | +38,639.9% | +53,144.7% | -14,504.8% | +9,681.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling