+47.0%
QCOM vs ARWR
+105.6%
-58.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +5.3% |
| 7D | +0.4% | -2.9% | +3.3% | +1.0% |
| 30D | -6.6% | -5.4% | -1.2% | -5.7% |
| 3M | +3.7% | -32.2% | +35.9% | +9.8% |
| 6M | -13.3% | -26.5% | +13.2% | -9.8% |
| YTD | -1.8% | -12.4% | +10.6% | -1.1% |
| 1Y | -2.5% | +46.9% | -49.4% | -10.0% |
| 3Y | +47.0% | +116.0% | -69.0% | +17.1% |
| All | +47.0% | +105.6% | -58.6% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling