+38.9%
QCOM vs DGX
+64.0%
-25.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.4% | -2.2% | +6.6% | +4.8% |
| 30D | +9.4% | -0.9% | +10.3% | +9.5% |
| 3M | -13.7% | +15.6% | -29.3% | -16.1% |
| 6M | +28.9% | +17.8% | +11.1% | +24.4% |
| YTD | +4.7% | +37.5% | -32.7% | -2.9% |
| 1Y | +13.5% | +31.2% | -17.7% | +6.2% |
| 3Y | +77.1% | +96.6% | -19.5% | +44.9% |
| 5Y | +38.9% | +64.9% | -26.0% | +14.1% |
| All | +38.9% | +64.0% | -25.1% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling