+245.8%
QCOM vs A
+308.8%
-63.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +2.0% | -0.1% | +2.1% | +2.2% |
| 30D | +1.2% | +3.3% | -2.1% | -0.3% |
| 3M | +9.1% | +18.5% | -9.4% | -1.0% |
| 6M | -25.0% | +59.3% | -84.3% | -43.5% |
| YTD | +4.8% | +31.0% | -26.2% | -11.6% |
| 1Y | +3.6% | +19.3% | -15.7% | -7.9% |
| 3Y | +51.5% | +66.8% | -15.3% | +5.9% |
| 5Y | +19.7% | +15.5% | +4.2% | +3.3% |
| 10Y | +245.8% | +312.3% | -66.5% | +45.9% |
| All | +245.8% | +308.8% | -63.0% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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