+263.7%
QCOM vs CHD
+124.1%
+139.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.2% | +3.5% |
| 7D | +5.1% | -2.9% | +8.0% | +5.6% |
| 30D | +4.3% | -6.2% | +10.5% | +5.5% |
| 3M | -19.6% | +1.6% | -21.2% | -20.1% |
| 6M | +29.5% | -3.5% | +33.0% | +29.8% |
| YTD | +3.4% | +16.2% | -12.9% | -0.9% |
| 1Y | +10.9% | +3.4% | +7.5% | +9.1% |
| 3Y | +74.8% | +4.6% | +70.2% | +69.1% |
| 5Y | +36.2% | +21.1% | +15.0% | +23.7% |
| 10Y | +263.7% | +126.5% | +137.2% | +185.7% |
| All | +263.7% | +124.1% | +139.6% | +185.7% |
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