+41.0%
NFLX vs QCOM
+52.2%
-11.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | -4.4% | +13.0% | -17.4% | -5.8% |
| 30D | -11.0% | +0.2% | -11.2% | -11.2% |
| 3M | -15.5% | +9.2% | -24.7% | -16.7% |
| 6M | -28.5% | -15.0% | -13.5% | -28.1% |
| YTD | -33.1% | +5.2% | -38.3% | -36.4% |
| 1Y | -45.8% | +2.4% | -48.2% | -48.2% |
| All | +41.0% | +52.2% | -11.2% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling