+689.2%
NFLX vs QCOM
+249.8%
+439.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.4% |
| 7D | -4.2% | +3.3% | -7.6% | -5.3% |
| 30D | +5.5% | +7.7% | -2.2% | +2.7% |
| 3M | -4.1% | -30.1% | +26.0% | +6.5% |
| 6M | -20.7% | +22.8% | -43.5% | -31.6% |
| YTD | -16.5% | +0.2% | -16.7% | -22.3% |
| 1Y | -37.8% | +7.9% | -45.6% | -44.5% |
| 3Y | +77.9% | +55.8% | +22.1% | +28.3% |
| 5Y | +32.5% | +30.1% | +2.4% | +1.5% |
| All | +689.2% | +249.8% | +439.4% | +283.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling