+49,194.2%
QCOM vs CLX
+2,724.3%
+46,470.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.3% | +5.5% |
| 7D | +0.4% | +13.6% | -13.2% | -2.8% |
| 30D | -6.6% | +23.4% | -30.0% | -11.5% |
| 3M | +3.7% | -2.8% | +6.5% | +4.1% |
| 6M | -13.3% | +14.0% | -27.3% | -17.1% |
| YTD | -1.8% | +4.2% | -6.0% | -4.3% |
| 1Y | -2.5% | -1.2% | -1.3% | -3.8% |
| 3Y | +47.0% | -12.7% | +59.7% | +47.3% |
| 5Y | +13.1% | -26.5% | +39.6% | +16.0% |
| 10Y | +224.7% | +20.2% | +204.5% | +177.9% |
| All | +49,194.2% | +2,724.3% | +46,470.0% | +13,982.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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