+244.8%
ORCL vs QCOM
+219.9%
+24.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -0.9% |
| 7D | -11.2% | +0.4% | -11.5% | -11.3% |
| 30D | -18.8% | -6.6% | -12.2% | -17.1% |
| 3M | -18.8% | +3.7% | -22.5% | -19.9% |
| 6M | -39.7% | -13.3% | -26.4% | -38.5% |
| YTD | -39.6% | -1.8% | -37.9% | -41.4% |
| 1Y | -51.7% | -2.5% | -49.2% | -53.0% |
| 3Y | +10.2% | +47.0% | -36.7% | -7.0% |
| 5Y | +30.8% | +13.1% | +17.7% | +15.3% |
| All | +244.8% | +219.9% | +24.8% | +115.5% |
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