+50,186.6%
QCOM vs DHR
+47,587.0%
+2,599.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.8% |
| 7D | +3.3% | -3.9% | +7.2% | +5.2% |
| 30D | +7.7% | +4.0% | +3.7% | +5.6% |
| 3M | -30.1% | +11.5% | -41.6% | -34.6% |
| 6M | +22.8% | +1.9% | +21.0% | +19.2% |
| YTD | +0.2% | -8.9% | +9.1% | +2.3% |
| 1Y | +7.9% | +5.1% | +2.7% | +2.3% |
| 3Y | +55.8% | -10.3% | +66.1% | +56.4% |
| 5Y | +30.1% | -27.8% | +57.9% | +42.9% |
| 10Y | +248.9% | +203.6% | +45.3% | +98.7% |
| All | +50,186.6% | +47,587.0% | +2,599.6% | +3,094.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling