+230.9%
QCOM vs ALL
+367.3%
-136.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +5.8% | -3.9% | +9.7% | +6.9% |
| 30D | -2.3% | +10.6% | -12.9% | -5.3% |
| 3M | +2.7% | -4.6% | +7.3% | +3.5% |
| 6M | -21.0% | +20.2% | -41.2% | -26.8% |
| YTD | +1.8% | +23.7% | -21.9% | -7.2% |
| 1Y | +2.4% | +27.9% | -25.5% | -7.8% |
| 3Y | +52.1% | +109.2% | -57.0% | +8.6% |
| 5Y | +14.6% | +148.0% | -133.3% | -27.4% |
| 10Y | +230.9% | +363.8% | -132.9% | +53.1% |
| All | +230.9% | +367.3% | -136.5% | +53.1% |
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