+45,252.2%
ORCL vs QCOM
+49,361.3%
-4,109.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.5% | +2.6% | -3.9% |
| 7D | -17.5% | -15.5% | -2.0% | -13.0% |
| 30D | -20.2% | -13.4% | -6.7% | -16.4% |
| 3M | -19.9% | 0.0% | -20.0% | -20.3% |
| 6M | -37.4% | -15.2% | -22.2% | -35.6% |
| YTD | -40.1% | -6.9% | -33.2% | -40.9% |
| 1Y | -53.4% | -11.0% | -42.4% | -53.3% |
| 3Y | +10.4% | +39.8% | -29.3% | -6.5% |
| 5Y | +29.8% | +7.2% | +22.6% | +15.4% |
| 10Y | +249.2% | +207.7% | +41.5% | +103.4% |
| All | +45,252.2% | +49,361.3% | -4,109.1% | +8,441.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling