+242.6%
QCOM vs DGX
+279.6%
-37.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +4.3% | +1.6% | +2.7% | +3.7% |
| 30D | -0.1% | +11.2% | -11.3% | -3.5% |
| 3M | +5.2% | +10.4% | -5.2% | +1.7% |
| 6M | -18.4% | +37.1% | -55.4% | -27.3% |
| YTD | +2.4% | +52.1% | -49.7% | -12.8% |
| 1Y | +0.9% | +40.7% | -39.8% | -11.6% |
| 3Y | +48.4% | +107.6% | -59.2% | +9.1% |
| 5Y | +16.6% | +90.6% | -74.0% | -12.7% |
| All | +242.6% | +279.6% | -37.0% | +96.9% |
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