+7.9%
QCOM vs ARWR
+208.4%
-200.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +3.3% | +1.7% | +1.6% | +3.0% |
| 30D | +7.7% | -0.7% | +8.4% | +7.7% |
| 3M | -30.1% | +14.9% | -44.9% | -32.0% |
| 6M | +22.8% | +32.6% | -9.8% | +15.3% |
| YTD | +0.2% | +30.0% | -29.9% | -5.9% |
| 1Y | +7.9% | +208.4% | -200.5% | -16.0% |
| All | +7.9% | +208.4% | -200.5% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling