+6.8%
NOW vs QCOM
+30.0%
-23.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -2.4% | +3.3% | -5.7% | -3.7% |
| 30D | +20.5% | +7.7% | +12.8% | +16.9% |
| 3M | +18.3% | -30.1% | +48.4% | +35.1% |
| 6M | +24.1% | +22.8% | +1.2% | +2.1% |
| YTD | -7.8% | +0.2% | -8.0% | -15.7% |
| 1Y | -21.4% | +7.9% | -29.3% | -31.8% |
| 3Y | +19.5% | +55.8% | -36.3% | -23.3% |
| All | +6.8% | +30.0% | -23.2% | -18.3% |
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