+250.3%
QCOM vs ALL
+370.7%
-120.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +7.7% | -1.5% | +9.2% | +8.0% |
| 3M | -30.1% | +23.6% | -53.7% | -35.3% |
| 6M | +22.8% | +22.3% | +0.5% | +13.5% |
| YTD | +0.2% | +26.5% | -26.3% | -8.8% |
| 1Y | +7.9% | +27.0% | -19.2% | -2.2% |
| 3Y | +55.8% | +149.6% | -93.8% | +3.5% |
| 5Y | +30.1% | +118.1% | -88.0% | -11.2% |
| All | +250.3% | +370.7% | -120.3% | +64.1% |
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