+48.4%
QCOM vs DGX
+106.7%
-58.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +4.3% | +1.6% | +2.7% | +4.2% |
| 30D | -0.1% | +11.2% | -11.3% | -0.6% |
| 3M | +5.2% | +10.4% | -5.2% | +4.6% |
| 6M | -18.4% | +37.1% | -55.4% | -20.0% |
| YTD | +2.4% | +52.1% | -49.7% | -1.2% |
| 1Y | +0.9% | +40.7% | -39.8% | -1.6% |
| 3Y | +48.4% | +107.6% | -59.2% | +35.8% |
| All | +48.4% | +106.7% | -58.3% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling