+48.4%
QCOM vs IT
-53.3%
+101.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.7% |
| 7D | +4.3% | +1.1% | +3.2% | +4.1% |
| 30D | -0.1% | -1.8% | +1.8% | -0.5% |
| 3M | +5.2% | +4.8% | +0.4% | +3.0% |
| 6M | -18.4% | +33.0% | -51.4% | -25.6% |
| YTD | +2.4% | -23.8% | +26.2% | +11.7% |
| 1Y | +0.9% | -16.5% | +17.4% | +6.0% |
| 3Y | +48.4% | -53.6% | +102.0% | +108.6% |
| All | +48.4% | -53.3% | +101.7% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling