+44.7%
QCOM vs COMP
-52.8%
+97.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +0.6% |
| 7D | +13.0% | +8.9% | +4.1% | +11.5% |
| 30D | +0.2% | +14.0% | -13.8% | -1.7% |
| 3M | +9.2% | -21.1% | +30.4% | +12.5% |
| 6M | -15.0% | +20.1% | -35.1% | -18.0% |
| YTD | +5.2% | -5.0% | +10.2% | +3.5% |
| 1Y | +2.4% | +5.7% | -3.3% | -0.9% |
| 3Y | +52.0% | +412.2% | -360.3% | +10.3% |
| 5Y | +19.7% | -12.1% | +31.8% | +3.8% |
| All | +44.7% | -52.8% | +97.5% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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