+91.4%
ORCL vs QCOM
+30.0%
+61.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +5.3% | +3.3% | +1.9% | +4.2% |
| 30D | +10.0% | +7.7% | +2.3% | +7.4% |
| 3M | -32.6% | -30.1% | -2.5% | -25.1% |
| 6M | +4.9% | +22.8% | -17.9% | -5.4% |
| YTD | -17.8% | +0.2% | -17.9% | -20.7% |
| 1Y | -28.0% | +7.9% | -35.8% | -32.5% |
| 3Y | +36.0% | +55.8% | -19.8% | +11.3% |
| All | +91.4% | +30.0% | +61.4% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling