+7.2%
QCOM vs COMP
-28.0%
+35.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -8.2% | -1.3% | -8.3% |
| 7D | -15.5% | -1.8% | -13.6% | -15.1% |
| 30D | -13.4% | -0.8% | -12.7% | -13.3% |
| 3M | 0.0% | -28.1% | +28.2% | +4.6% |
| 6M | -15.2% | +27.0% | -42.2% | -19.1% |
| YTD | -6.9% | -12.8% | +5.8% | -7.2% |
| 1Y | -11.0% | +4.9% | -15.9% | -13.7% |
| 3Y | +39.8% | +321.0% | -281.3% | +3.5% |
| 5Y | +7.2% | -25.6% | +32.8% | +0.4% |
| All | +7.2% | -28.0% | +35.2% | +0.4% |
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