+11.2%
QCOM vs COMP
-17.6%
+28.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.7% | -5.2% | +3.9% |
| 7D | +0.4% | +13.4% | -13.1% | -1.4% |
| 30D | -6.6% | +11.1% | -17.7% | -8.1% |
| 3M | +3.7% | -18.8% | +22.5% | +6.5% |
| 6M | -13.3% | +10.5% | -23.8% | -15.4% |
| YTD | -1.8% | -3.4% | +1.6% | -3.6% |
| 1Y | -2.5% | +19.7% | -22.2% | -7.4% |
| 3Y | +47.0% | +381.6% | -334.6% | +6.7% |
| All | +11.2% | -17.6% | +28.8% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling