+216.5%
QCOM vs ALL
+370.9%
-154.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.5% | +10.0% | +6.7% |
| 7D | +0.4% | -1.9% | +2.3% | +0.8% |
| 30D | -6.6% | +13.8% | -20.4% | -10.2% |
| 3M | +3.7% | -7.0% | +10.7% | +5.3% |
| 6M | -13.3% | +18.0% | -31.4% | -19.2% |
| YTD | -1.8% | +24.2% | -26.0% | -10.5% |
| 1Y | -2.5% | +31.2% | -33.7% | -13.0% |
| 3Y | +47.0% | +107.5% | -60.6% | +5.4% |
| 5Y | +13.1% | +144.8% | -131.7% | -27.8% |
| All | +216.5% | +370.9% | -154.4% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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