+49,194.2%
QCOM vs IBM
+2,541.2%
+46,653.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.0% |
| 7D | +0.4% | -5.0% | +5.3% | +3.3% |
| 30D | -6.6% | +11.1% | -17.7% | -11.7% |
| 3M | +3.7% | +5.7% | -2.0% | +0.5% |
| 6M | -13.3% | +10.1% | -23.4% | -22.9% |
| YTD | -1.8% | -15.6% | +13.8% | -0.7% |
| 1Y | -2.5% | -19.5% | +17.0% | +1.3% |
| 3Y | +47.0% | +80.4% | -33.4% | -7.0% |
| 5Y | +13.1% | +140.0% | -126.9% | -39.7% |
| 10Y | +224.7% | +155.0% | +69.7% | +58.0% |
| All | +49,194.2% | +2,541.2% | +46,653.0% | +9,554.8% |
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