+50,186.6%
QCOM vs IBM
+2,432.3%
+47,754.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.3% | -0.3% | +3.6% | +3.5% |
| 30D | +7.7% | +0.3% | +7.4% | +7.4% |
| 3M | -30.1% | -21.6% | -8.5% | -23.4% |
| 6M | +22.8% | -4.7% | +27.5% | +17.7% |
| YTD | +0.2% | -19.1% | +19.3% | +3.7% |
| 1Y | +7.9% | -2.5% | +10.4% | -0.3% |
| 3Y | +55.8% | +74.2% | -18.3% | +0.3% |
| 5Y | +30.1% | +113.1% | -83.1% | -26.2% |
| 10Y | +248.9% | +133.5% | +115.4% | +78.3% |
| All | +50,186.6% | +2,432.3% | +47,754.4% | +9,976.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling