+2,111.6%
NOW vs QCOM
+353.1%
+1,758.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -2.5% |
| 7D | -27.5% | -5.3% | -22.2% | -26.2% |
| 30D | -20.0% | -4.2% | -15.8% | -19.1% |
| 3M | -7.9% | +7.0% | -14.9% | -11.7% |
| 6M | +18.3% | +3.8% | +14.5% | +8.1% |
| YTD | -29.0% | +2.8% | -31.8% | -35.6% |
| 1Y | -38.7% | +2.3% | -41.0% | -44.5% |
| 3Y | -10.3% | +54.4% | -64.7% | -36.5% |
| 5Y | -22.5% | +23.7% | -46.2% | -39.8% |
| 10Y | +553.8% | +240.0% | +313.9% | +209.1% |
| All | +2,111.6% | +353.1% | +1,758.5% | +854.1% |
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