+251.9%
QCOM vs ARWR
+1,009.4%
-757.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.9% |
| 7D | +13.0% | -17.9% | +31.0% | +15.7% |
| 30D | +0.2% | -18.9% | +19.0% | +2.8% |
| 3M | +9.2% | -46.0% | +55.2% | +18.0% |
| 6M | -15.0% | -40.3% | +25.3% | -9.7% |
| YTD | +5.2% | -29.0% | +34.2% | +8.6% |
| 1Y | +2.4% | +13.8% | -11.5% | -1.4% |
| 3Y | +52.0% | +74.9% | -22.9% | +30.9% |
| 5Y | +19.7% | -36.2% | +56.0% | +11.9% |
| All | +251.9% | +1,009.4% | -757.5% | +158.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling