+21,135.0%
QCOM vs CB
+7,216.6%
+13,918.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.1% | +3.2% | +4.6% |
| 7D | -5.3% | +5.3% | -10.6% | -7.0% |
| 30D | -4.2% | +13.2% | -17.4% | -8.2% |
| 3M | +7.0% | +7.8% | -0.7% | +4.1% |
| 6M | +3.8% | +15.8% | -12.0% | -2.5% |
| YTD | +2.8% | +21.0% | -18.1% | -5.2% |
| 1Y | +2.3% | +32.2% | -29.9% | -8.6% |
| 3Y | +54.4% | +76.7% | -22.3% | +23.2% |
| 5Y | +23.7% | +110.4% | -86.7% | -7.5% |
| 10Y | +240.0% | +261.0% | -21.0% | +105.3% |
| All | +21,135.0% | +7,216.6% | +13,918.3% | +5,622.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling