+30.9%
QCOM vs C
+128.9%
-98.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +3.3% | +3.6% | -0.3% | +1.2% |
| 30D | +7.7% | +0.1% | +7.6% | +7.4% |
| 3M | -30.1% | +2.4% | -32.5% | -30.9% |
| 6M | +22.8% | +24.9% | -2.1% | +7.9% |
| YTD | +0.2% | +19.8% | -19.6% | -10.5% |
| 1Y | +7.9% | +44.9% | -37.0% | -14.0% |
| 3Y | +55.8% | +263.0% | -207.2% | -28.5% |
| All | +30.9% | +128.9% | -98.0% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling