+47.0%
QCOM vs IBM
+81.7%
-34.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.7% |
| 7D | +0.4% | -5.0% | +5.3% | +1.7% |
| 30D | -6.6% | +11.1% | -17.7% | -8.9% |
| 3M | +3.7% | +5.7% | -2.0% | +2.3% |
| 6M | -13.3% | +10.1% | -23.4% | -19.2% |
| YTD | -1.8% | -15.6% | +13.8% | -0.1% |
| 1Y | -2.5% | -19.5% | +17.0% | +1.2% |
| 3Y | +47.0% | +80.4% | -33.4% | 0.0% |
| All | +47.0% | +81.7% | -34.7% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 3y: compounded portfolio wealth divided by compounded IBM 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…
3y analysis · Full analysis span regression · 6 months rolling