+216.5%
QCOM vs ARWR
+906.2%
-689.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +5.4% |
| 7D | +0.4% | -2.9% | +3.3% | +0.9% |
| 30D | -6.6% | -5.4% | -1.2% | -5.9% |
| 3M | +3.7% | -32.2% | +35.9% | +8.9% |
| 6M | -13.3% | -26.5% | +13.2% | -10.3% |
| YTD | -1.8% | -12.4% | +10.6% | -1.1% |
| 1Y | -2.5% | +46.9% | -49.4% | -8.8% |
| 3Y | +47.0% | +116.0% | -69.0% | +23.9% |
| 5Y | +13.1% | -28.0% | +41.1% | +4.2% |
| All | +216.5% | +906.2% | -689.8% | +128.3% |
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