+251.9%
QCOM vs CHD
+191.9%
+60.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +13.0% | +0.4% | +12.6% | +12.9% |
| 30D | +0.2% | +11.6% | -11.4% | -1.9% |
| 3M | +9.2% | +10.7% | -1.5% | +7.0% |
| 6M | -15.0% | +20.2% | -35.2% | -18.4% |
| YTD | +5.2% | +34.5% | -29.3% | -1.9% |
| 1Y | +2.4% | +32.6% | -30.2% | -4.3% |
| 3Y | +52.0% | +29.1% | +22.9% | +40.6% |
| 5Y | +19.7% | +31.5% | -11.8% | +7.7% |
| All | +251.9% | +191.9% | +60.0% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling