+242.6%
QCOM vs C
+216.5%
+26.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +4.3% | +4.2% | +0.1% | +2.2% |
| 30D | -0.1% | +2.0% | -2.1% | -0.7% |
| 3M | +5.2% | -10.1% | +15.3% | +11.0% |
| 6M | -18.4% | +1.0% | -19.3% | -18.6% |
| YTD | +2.4% | +8.5% | -6.1% | -2.3% |
| 1Y | +0.9% | +25.7% | -24.8% | -10.4% |
| 3Y | +48.4% | +216.0% | -167.6% | -16.4% |
| 5Y | +16.6% | +112.3% | -95.7% | -22.4% |
| All | +242.6% | +216.5% | +26.1% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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