+23.7%
QCOM vs DOCS
-53.1%
+76.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.3% | -1.0% | +4.2% |
| 7D | -5.3% | +1.2% | -6.6% | -5.5% |
| 30D | -4.2% | +21.3% | -25.5% | -7.4% |
| 3M | +7.0% | +58.4% | -51.3% | -2.3% |
| 6M | +3.8% | +39.3% | -35.5% | -4.1% |
| YTD | +2.8% | -21.7% | +24.5% | +4.8% |
| 1Y | +2.3% | -47.3% | +49.6% | +11.7% |
| 3Y | +54.4% | +58.2% | -3.8% | +28.5% |
| 5Y | +23.7% | -52.3% | +76.0% | +20.6% |
| All | +23.7% | -53.1% | +76.8% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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