+15,328.3%
QCOM vs ARWR
-98.0%
+15,426.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -6.8% | -2.7% | -9.5% |
| 7D | -15.5% | -5.0% | -10.4% | -15.4% |
| 30D | -13.4% | -6.6% | -6.8% | -13.4% |
| 3M | 0.0% | -33.9% | +33.9% | +0.3% |
| 6M | -15.2% | -23.3% | +8.1% | -15.1% |
| YTD | -6.9% | -13.5% | +6.5% | -6.9% |
| 1Y | -11.0% | +42.5% | -53.5% | -11.2% |
| 3Y | +39.8% | +104.1% | -64.4% | +38.9% |
| 5Y | +7.2% | -28.8% | +36.0% | +6.9% |
| 10Y | +207.7% | +911.6% | -703.9% | +204.2% |
| All | +15,328.3% | -98.0% | +15,426.3% | +15,355.1% |
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 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