+7.2%
QCOM vs CB
+107.2%
-100.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.7% | -8.8% | -9.4% |
| 7D | -15.5% | +2.6% | -18.0% | -15.8% |
| 30D | -13.4% | +11.2% | -24.6% | -15.2% |
| 3M | 0.0% | +5.7% | -5.7% | -1.1% |
| 6M | -15.2% | +15.9% | -31.1% | -18.7% |
| YTD | -6.9% | +20.2% | -27.1% | -12.3% |
| 1Y | -11.0% | +32.4% | -43.4% | -19.2% |
| 3Y | +39.8% | +75.5% | -35.7% | +8.4% |
| 5Y | +7.2% | +105.5% | -98.3% | -24.0% |
| All | +7.2% | +107.2% | -100.0% | -24.0% |
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