+49,194.2%
QCOM vs DHR
+52,868.2%
-3,674.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.7% |
| 7D | +0.4% | -0.9% | +1.2% | +1.0% |
| 30D | -6.6% | +5.4% | -12.0% | -8.6% |
| 3M | +3.7% | +15.3% | -11.6% | -3.0% |
| 6M | -13.3% | +32.1% | -45.5% | -25.3% |
| YTD | -1.8% | +1.2% | -3.0% | -4.3% |
| 1Y | -2.5% | +10.1% | -12.6% | -8.8% |
| 3Y | +47.0% | +19.9% | +27.1% | +29.1% |
| 5Y | +13.1% | -8.8% | +21.9% | +12.1% |
| 10Y | +224.7% | +255.3% | -30.6% | +72.4% |
| All | +49,194.2% | +52,868.2% | -3,674.0% | +2,886.3% |
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