+11,394.1%
QCOM vs DGX
+8,858.2%
+2,535.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +3.3% | -2.3% | +5.6% | +4.0% |
| 30D | +7.7% | +0.6% | +7.1% | +7.5% |
| 3M | -30.1% | +21.4% | -51.5% | -34.4% |
| 6M | +22.8% | +14.7% | +8.1% | +17.1% |
| YTD | +0.2% | +38.4% | -38.2% | -10.0% |
| 1Y | +7.9% | +34.0% | -26.1% | -2.4% |
| 3Y | +55.8% | +92.7% | -36.9% | +24.5% |
| 5Y | +30.1% | +67.7% | -37.6% | +7.5% |
| 10Y | +248.9% | +248.0% | +0.9% | +127.6% |
| All | +11,394.1% | +8,858.2% | +2,535.9% | +3,436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling