+39.3%
QCOM vs C
+204.2%
-164.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.0% | -4.4% | -6.6% |
| 7D | -15.5% | -5.3% | -10.2% | -12.5% |
| 30D | -13.4% | -7.3% | -6.1% | -9.6% |
| 3M | 0.0% | -13.5% | +13.5% | +8.4% |
| 6M | -15.2% | -6.5% | -8.7% | -11.9% |
| YTD | -6.9% | +3.6% | -10.5% | -9.2% |
| 1Y | -11.0% | +18.9% | -29.9% | -19.9% |
| All | +39.3% | +204.2% | -164.9% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling