+52,899.3%
NFLX vs QCOM
+1,644.6%
+51,254.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.5% | -8.8% | -5.3% |
| 7D | +2.1% | +0.4% | +1.8% | +1.7% |
| 30D | -9.0% | -6.6% | -2.4% | -7.5% |
| 3M | -14.0% | +3.7% | -17.6% | -16.4% |
| 6M | -28.2% | -13.3% | -14.8% | -28.8% |
| 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% | +8.5% |
| 5Y | -1.8% | +13.1% | -14.9% | -20.0% |
| 10Y | +419.6% | +224.7% | +194.9% | +156.7% |
| All | +52,899.3% | +1,644.6% | +51,254.7% | +9,238.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling