-50.4%
ORCL vs QCOM
+1.9%
-52.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.9% |
| 7D | -6.5% | +5.5% | -12.0% | -7.9% |
| 30D | -16.6% | -1.1% | -15.4% | -16.3% |
| 3M | -21.6% | +7.6% | -29.2% | -23.1% |
| 6M | -39.4% | -20.1% | -19.3% | -37.2% |
| YTD | -38.7% | +3.0% | -41.7% | -42.3% |
| 1Y | -50.4% | +3.2% | -53.6% | -53.0% |
| All | -50.4% | +1.9% | -52.3% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling