-28.2%
NFLX vs QCOM
-14.5%
-13.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.5% | -8.8% | -3.0% |
| 7D | +2.1% | +0.4% | +1.8% | +2.2% |
| 30D | -9.0% | -6.6% | -2.4% | -9.3% |
| 3M | -14.0% | +3.7% | -17.6% | -13.1% |
| 6M | -28.2% | -13.3% | -14.8% | -27.7% |
| All | -28.2% | -14.5% | -13.7% | -27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling