+30.9%
QCOM vs CB
+99.7%
-68.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | +3.3% | +0.5% | +2.8% | +3.2% |
| 30D | +7.7% | -3.1% | +10.8% | +8.4% |
| 3M | -30.1% | +9.0% | -39.0% | -32.2% |
| 6M | +22.8% | +2.9% | +20.0% | +21.0% |
| YTD | +0.2% | +10.1% | -9.9% | -3.9% |
| 1Y | +7.9% | +22.8% | -14.9% | -0.9% |
| 3Y | +55.8% | +73.8% | -18.0% | +18.6% |
| All | +30.9% | +99.7% | -68.8% | -6.4% |
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