+242.8%
QCOM vs ALL
+372.0%
-129.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.4% |
| 7D | +5.5% | -0.1% | +5.7% | +5.5% |
| 30D | -1.1% | +13.8% | -14.9% | -4.9% |
| 3M | +7.6% | -2.8% | +10.4% | +7.9% |
| 6M | -20.1% | +23.7% | -43.7% | -26.5% |
| YTD | +3.0% | +27.3% | -24.2% | -6.8% |
| 1Y | +3.2% | +30.5% | -27.3% | -7.5% |
| 3Y | +48.9% | +113.0% | -64.1% | +5.8% |
| 5Y | +21.1% | +157.6% | -136.5% | -24.4% |
| 10Y | +242.8% | +368.4% | -125.6% | +51.3% |
| All | +242.8% | +372.0% | -129.2% | +51.3% |
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