+272.2%
QCOM vs DGX
+249.5%
+22.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | +4.9% | -3.5% | +8.4% | +6.1% |
| 30D | +9.3% | -2.7% | +12.0% | +10.3% |
| 3M | -7.0% | +13.9% | -20.9% | -11.5% |
| 6M | +32.0% | +16.0% | +16.0% | +24.4% |
| YTD | +5.0% | +34.9% | -29.9% | -6.7% |
| 1Y | +13.6% | +30.6% | -17.0% | +1.8% |
| 3Y | +77.6% | +93.0% | -15.4% | +33.6% |
| 5Y | +38.2% | +64.4% | -26.2% | +9.4% |
| All | +272.2% | +249.5% | +22.7% | +127.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling