+20,589.3%
QCOM vs CB
+6,559.4%
+14,029.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.7% |
| 7D | +3.3% | +0.5% | +2.8% | +3.1% |
| 30D | +7.7% | -3.1% | +10.8% | +8.7% |
| 3M | -30.1% | +9.0% | -39.0% | -32.7% |
| 6M | +22.8% | +2.9% | +20.0% | +20.1% |
| YTD | +0.2% | +10.1% | -9.9% | -4.5% |
| 1Y | +7.9% | +22.8% | -14.9% | -1.2% |
| 3Y | +55.8% | +73.8% | -18.0% | +24.9% |
| 5Y | +30.1% | +99.2% | -69.1% | -0.9% |
| 10Y | +248.9% | +218.2% | +30.7% | +120.0% |
| All | +20,589.3% | +6,559.4% | +14,029.9% | +5,664.8% |
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