-26.4%
NOW vs QCOM
+13.0%
-39.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -2.6% |
| 7D | -3.0% | +0.4% | -3.4% | -3.3% |
| 30D | -26.0% | -6.6% | -19.4% | -24.5% |
| 3M | -13.1% | +3.7% | -16.8% | -15.7% |
| 6M | +14.5% | -13.3% | +27.8% | +12.6% |
| YTD | -33.4% | -1.8% | -31.7% | -39.7% |
| 1Y | -40.6% | -2.5% | -38.1% | -46.2% |
| 3Y | -16.3% | +47.0% | -63.3% | -46.1% |
| All | -26.4% | +13.0% | -39.3% | -44.8% |
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