+263.7%
QCOM vs IT
+89.8%
+173.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.4% | +10.6% | +5.8% |
| 7D | +5.1% | -9.1% | +14.2% | +8.3% |
| 30D | +4.3% | -7.0% | +11.3% | +6.2% |
| 3M | -19.6% | +7.6% | -27.3% | -24.1% |
| 6M | +29.5% | +2.1% | +27.4% | +22.6% |
| YTD | +3.4% | -31.6% | +35.0% | +14.6% |
| 1Y | +10.9% | -29.9% | +40.8% | +21.1% |
| 3Y | +74.8% | -51.3% | +126.0% | +117.3% |
| 5Y | +36.2% | -44.8% | +81.0% | +58.1% |
| 10Y | +263.7% | +91.4% | +172.4% | +162.8% |
| All | +263.7% | +89.8% | +173.9% | +162.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling