+216.5%
QCOM vs IT
+100.5%
+115.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.0% | +9.5% | +6.9% |
| 7D | +0.4% | -16.9% | +17.3% | +6.3% |
| 30D | -6.6% | +2.3% | -8.9% | -8.5% |
| 3M | +3.7% | +2.9% | +0.8% | +0.3% |
| 6M | -13.3% | +25.9% | -39.2% | -25.1% |
| YTD | -1.8% | -24.6% | +22.9% | +3.7% |
| 1Y | -2.5% | -16.0% | +13.5% | -2.2% |
| 3Y | +47.0% | -51.6% | +98.5% | +83.9% |
| 5Y | +13.1% | -42.6% | +55.8% | +28.2% |
| All | +216.5% | +100.5% | +115.9% | +109.1% |
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