+9.3%
ORCL vs QCOM
+39.2%
-29.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.5% | +2.6% | -3.8% |
| 7D | -17.5% | -15.5% | -2.0% | -12.8% |
| 30D | -20.2% | -13.4% | -6.7% | -16.3% |
| 3M | -19.9% | 0.0% | -20.0% | -20.2% |
| 6M | -37.4% | -15.2% | -22.2% | -35.8% |
| YTD | -40.1% | -6.9% | -33.2% | -41.4% |
| 1Y | -53.4% | -11.0% | -42.4% | -53.6% |
| All | +9.3% | +39.2% | -29.8% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling