+3.9%
QCOM vs ALAB
+262.8%
-258.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.3% | -0.7% | +4.4% |
| 7D | +0.4% | -26.3% | +26.7% | +5.4% |
| 30D | -6.6% | -50.1% | +43.5% | +4.4% |
| 3M | +3.7% | -42.5% | +46.2% | +12.6% |
| 6M | -13.3% | -10.8% | -2.5% | -12.3% |
| YTD | -1.8% | +14.6% | -16.4% | -6.0% |
| 1Y | -2.5% | +17.1% | -19.6% | -7.8% |
| All | +3.9% | +262.8% | -258.9% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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