-26.0%
NOW vs QCOM
+11.3%
-37.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.5% | +3.6% | -2.1% |
| 7D | -6.7% | -15.5% | +8.8% | -0.5% |
| 30D | -25.8% | -13.4% | -12.4% | -21.8% |
| 3M | -12.7% | 0.0% | -12.7% | -14.0% |
| 6M | +11.2% | -15.2% | +26.5% | +10.0% |
| YTD | -33.2% | -6.9% | -26.3% | -38.1% |
| 1Y | -41.8% | -11.0% | -30.9% | -45.0% |
| 3Y | -15.7% | +39.8% | -55.4% | -44.5% |
| 5Y | -26.0% | +7.2% | -33.2% | -43.2% |
| All | -26.0% | +11.3% | -37.3% | -43.2% |
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