+409.0%
NFLX vs QCOM
+219.9%
+189.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.5% | -8.8% | -5.1% |
| 7D | +2.1% | +0.4% | +1.8% | +1.7% |
| 30D | -9.0% | -6.6% | -2.4% | -7.7% |
| 3M | -14.0% | +3.7% | -17.6% | -16.2% |
| 6M | -28.2% | -13.3% | -14.8% | -28.9% |
| YTD | -32.4% | -1.8% | -30.6% | -37.4% |
| 1Y | -42.2% | -2.5% | -39.7% | -46.5% |
| 3Y | +45.9% | +47.0% | -1.1% | +6.8% |
| 5Y | -1.8% | +13.1% | -14.9% | -21.3% |
| All | +409.0% | +219.9% | +189.1% | +153.3% |
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 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