+16,508.4%
QCOM vs ARWR
-97.0%
+16,605.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +3.3% | +1.7% | +1.6% | +3.3% |
| 30D | +7.7% | -0.7% | +8.4% | +7.7% |
| 3M | -30.1% | +14.9% | -44.9% | -30.1% |
| 6M | +22.8% | +32.6% | -9.8% | +22.6% |
| YTD | +0.2% | +30.0% | -29.9% | 0.0% |
| 1Y | +7.9% | +208.4% | -200.5% | +7.2% |
| 3Y | +55.8% | +208.8% | -153.0% | +54.6% |
| 5Y | +30.1% | +27.8% | +2.3% | +29.3% |
| 10Y | +248.9% | +1,107.6% | -858.7% | +244.3% |
| All | +16,508.4% | -97.0% | +16,605.5% | +16,502.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling