+11.2%
QCOM vs CHD
+30.9%
-19.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +5.6% |
| 7D | +0.4% | +2.0% | -1.6% | +0.3% |
| 30D | -6.6% | +13.0% | -19.6% | -7.2% |
| 3M | +3.7% | +6.1% | -2.4% | +3.4% |
| 6M | -13.3% | +15.9% | -29.2% | -14.1% |
| YTD | -1.8% | +31.6% | -33.4% | -4.5% |
| 1Y | -2.5% | +28.5% | -31.0% | -4.9% |
| 3Y | +47.0% | +30.5% | +16.5% | +40.4% |
| All | +11.2% | +30.9% | -19.7% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling