+11,655.3%
QCOM vs DVA
+5,194.7%
+6,460.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +3.3% | +1.8% | +1.5% | +3.0% |
| 30D | +7.7% | -2.5% | +10.2% | +8.1% |
| 3M | -30.1% | -4.3% | -25.8% | -29.9% |
| 6M | +22.8% | +18.9% | +4.0% | +18.0% |
| YTD | +0.2% | +61.9% | -61.8% | -9.7% |
| 1Y | +7.9% | +35.7% | -27.9% | +0.2% |
| 3Y | +55.8% | +78.6% | -22.8% | +35.6% |
| 5Y | +30.1% | +39.2% | -9.1% | +15.7% |
| 10Y | +248.9% | +184.0% | +64.9% | +167.2% |
| All | +11,655.3% | +5,194.7% | +6,460.6% | +6,686.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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