+19,119.2%
QCOM vs CB
+7,167.0%
+11,952.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.7% | -8.8% | -9.3% |
| 7D | -15.5% | +2.6% | -18.0% | -16.2% |
| 30D | -13.4% | +11.2% | -24.6% | -16.5% |
| 3M | 0.0% | +5.7% | -5.7% | -2.1% |
| 6M | -15.2% | +15.9% | -31.1% | -20.3% |
| YTD | -6.9% | +20.2% | -27.1% | -14.0% |
| 1Y | -11.0% | +32.4% | -43.4% | -20.5% |
| 3Y | +39.8% | +75.5% | -35.7% | +11.7% |
| 5Y | +7.2% | +105.5% | -98.3% | -19.2% |
| 10Y | +207.7% | +258.5% | -50.8% | +86.3% |
| All | +19,119.2% | +7,167.0% | +11,952.3% | +5,091.8% |
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