+50,186.6%
QCOM vs D
+1,699.0%
+48,487.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.3% | +1.5% | +1.9% | +2.8% |
| 30D | +7.7% | -2.6% | +10.3% | +8.6% |
| 3M | -30.1% | 0.0% | -30.1% | -30.2% |
| 6M | +22.8% | +7.4% | +15.5% | +19.5% |
| YTD | +0.2% | +15.9% | -15.7% | -5.1% |
| 1Y | +7.9% | +18.1% | -10.3% | +1.1% |
| 3Y | +55.8% | +58.4% | -2.6% | +28.2% |
| 5Y | +30.1% | +5.2% | +24.9% | +22.6% |
| 10Y | +248.9% | +35.9% | +213.0% | +187.8% |
| All | +50,186.6% | +1,699.0% | +48,487.6% | +11,972.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling