-8.5%
NFLX vs QCOM
+15.5%
-24.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.1% |
| 7D | -2.0% | +4.3% | -6.3% | -3.2% |
| 30D | -11.9% | -0.1% | -11.8% | -12.5% |
| 3M | -20.6% | +5.2% | -25.8% | -22.7% |
| 6M | -29.0% | -18.4% | -10.7% | -27.4% |
| YTD | -33.7% | +2.4% | -36.1% | -39.8% |
| 1Y | -46.2% | +0.9% | -47.0% | -50.9% |
| 3Y | +39.8% | +48.4% | -8.6% | -5.7% |
| All | -8.5% | +15.5% | -24.0% | -31.4% |
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