+11.2%
QCOM vs CB
+101.1%
-89.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +5.9% |
| 7D | +0.4% | +0.2% | +0.1% | +0.3% |
| 30D | -6.6% | +9.1% | -15.7% | -8.2% |
| 3M | +3.7% | +3.4% | +0.3% | +2.9% |
| 6M | -13.3% | +14.1% | -27.4% | -16.7% |
| YTD | -1.8% | +18.0% | -19.8% | -7.2% |
| 1Y | -2.5% | +30.1% | -32.6% | -11.3% |
| 3Y | +47.0% | +71.8% | -24.8% | +14.5% |
| All | +11.2% | +101.1% | -89.9% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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