+246.0%
ORCL vs QCOM
+235.2%
+10.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.9% |
| 7D | -6.5% | +5.5% | -12.0% | -8.1% |
| 30D | -16.6% | -1.1% | -15.4% | -16.3% |
| 3M | -21.6% | +7.6% | -29.2% | -23.5% |
| 6M | -39.4% | -20.1% | -19.3% | -36.5% |
| YTD | -38.7% | +3.0% | -41.7% | -41.3% |
| 1Y | -50.4% | +3.2% | -53.6% | -52.5% |
| 3Y | +8.1% | +48.9% | -40.8% | -9.2% |
| 5Y | +34.5% | +21.1% | +13.5% | +16.3% |
| 10Y | +246.0% | +242.8% | +3.2% | +110.7% |
| All | +246.0% | +235.2% | +10.8% | +110.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling