+14.1%
QCOM vs CNC
-5.8%
+19.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.1% | -2.7% |
| 7D | +4.3% | +2.2% | +2.1% | +4.1% |
| 30D | -0.1% | +1.6% | -1.7% | -0.3% |
| 3M | +5.2% | +7.9% | -2.7% | +4.5% |
| 6M | -18.4% | +21.2% | -39.5% | -19.8% |
| YTD | +2.4% | +73.2% | -70.8% | -3.1% |
| 1Y | +0.9% | +97.5% | -96.6% | -5.6% |
| 3Y | +48.4% | -1.2% | +49.6% | +46.3% |
| All | +14.1% | -5.8% | +19.9% | +13.0% |
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