+245.8%
QCOM vs ARWR
+1,021.8%
-776.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.7% |
| 7D | +2.0% | -19.9% | +21.9% | +4.8% |
| 30D | +1.2% | -18.7% | +19.9% | +3.9% |
| 3M | +9.1% | -44.7% | +53.8% | +17.5% |
| 6M | -25.0% | -36.5% | +11.5% | -21.0% |
| YTD | +4.8% | -25.7% | +30.5% | +7.6% |
| 1Y | +3.6% | +18.9% | -15.3% | -0.7% |
| 3Y | +51.5% | +83.1% | -31.6% | +29.7% |
| 5Y | +19.7% | -34.9% | +54.6% | +11.5% |
| 10Y | +245.8% | +1,080.9% | -835.1% | +152.3% |
| All | +245.8% | +1,021.8% | -776.0% | +152.3% |
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