+48.9%
QCOM vs ALL
+114.3%
-65.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +1.7% |
| 7D | +5.5% | -0.1% | +5.7% | +5.5% |
| 30D | -1.1% | +13.8% | -14.9% | +1.0% |
| 3M | +7.6% | -2.8% | +10.4% | +7.5% |
| 6M | -20.1% | +23.7% | -43.7% | -17.9% |
| YTD | +3.0% | +27.3% | -24.2% | +5.6% |
| 1Y | +3.2% | +30.5% | -27.3% | +5.8% |
| 3Y | +48.9% | +113.0% | -64.1% | +55.7% |
| All | +48.9% | +114.3% | -65.5% | +55.7% |
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 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