+270.3%
ORCL vs QCOM
+235.1%
+35.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.3% | -0.6% |
| 7D | +8.0% | +4.3% | +3.7% | +6.6% |
| 30D | -4.0% | -0.1% | -3.9% | -4.0% |
| 3M | -19.5% | +5.2% | -24.7% | -20.9% |
| 6M | -33.5% | -18.4% | -15.1% | -30.5% |
| YTD | -34.8% | +2.4% | -37.2% | -37.5% |
| 1Y | -41.6% | +0.9% | -42.5% | -43.7% |
| 3Y | +13.8% | +48.4% | -34.6% | -4.3% |
| 5Y | +43.4% | +16.6% | +26.8% | +25.3% |
| All | +270.3% | +235.1% | +35.2% | +125.5% |
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