+242.6%
QCOM vs DHR
+242.1%
+0.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | +4.3% | +1.2% | +3.1% | +3.6% |
| 30D | -0.1% | +3.7% | -3.8% | -1.7% |
| 3M | +5.2% | +14.5% | -9.3% | -2.2% |
| 6M | -18.4% | +40.9% | -59.3% | -33.9% |
| YTD | +2.4% | +2.4% | 0.0% | -0.8% |
| 1Y | +0.9% | +6.1% | -5.2% | -4.4% |
| 3Y | +48.4% | +21.0% | +27.4% | +23.9% |
| 5Y | +16.6% | -11.4% | +28.0% | +16.7% |
| All | +242.6% | +242.1% | +0.5% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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