+36.2%
QCOM vs CNC
+1.4%
+34.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.7% | +6.8% | +3.4% |
| 7D | +5.1% | -1.0% | +6.1% | +5.1% |
| 30D | +4.3% | -1.8% | +6.1% | +4.4% |
| 3M | -19.6% | -0.7% | -18.9% | -19.7% |
| 6M | +29.5% | +47.9% | -18.5% | +24.4% |
| YTD | +3.4% | +56.9% | -53.6% | -1.3% |
| 1Y | +10.9% | +123.9% | -113.0% | +2.6% |
| 3Y | +74.8% | -1.3% | +76.0% | +69.7% |
| 5Y | +36.2% | +2.8% | +33.4% | +36.3% |
| All | +36.2% | +1.4% | +34.8% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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