+39.3%
QCOM vs ALL
+115.1%
-75.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.9% | -8.6% | -9.6% |
| 7D | -15.5% | +4.2% | -19.7% | -14.9% |
| 30D | -13.4% | +18.9% | -32.3% | -10.9% |
| 3M | 0.0% | +1.2% | -1.2% | +0.6% |
| 6M | -15.2% | +23.2% | -38.4% | -12.6% |
| YTD | -6.9% | +30.0% | -36.9% | -4.3% |
| 1Y | -11.0% | +39.6% | -50.6% | -8.7% |
| All | +39.3% | +115.1% | -75.9% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling