+7.9%
QCOM vs IT
-24.5%
+32.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.5% |
| 7D | +3.3% | -6.0% | +9.4% | +3.8% |
| 30D | +7.7% | 0.0% | +7.7% | +7.6% |
| 3M | -30.1% | +13.1% | -43.1% | -29.5% |
| 6M | +22.8% | +11.7% | +11.1% | +22.9% |
| YTD | +0.2% | -26.1% | +26.3% | +14.6% |
| 1Y | +7.9% | -21.3% | +29.1% | +21.0% |
| All | +7.9% | -24.5% | +32.3% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling