+7.9%
QCOM vs DGX
+33.7%
-25.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | 0.0% |
| 7D | +3.3% | -2.3% | +5.6% | +2.9% |
| 30D | +7.7% | +0.6% | +7.1% | +7.8% |
| 3M | -30.1% | +21.4% | -51.5% | -27.8% |
| 6M | +22.8% | +14.7% | +8.1% | +25.8% |
| YTD | +0.2% | +38.4% | -38.2% | +3.9% |
| 1Y | +7.9% | +34.0% | -26.1% | +11.2% |
| All | +7.9% | +33.7% | -25.8% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling