+11,928.1%
QCOM vs IT
+6,253.0%
+5,675.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +13.0% | -3.7% | +16.7% | +14.1% |
| 30D | +0.2% | -3.1% | +3.3% | +0.3% |
| 3M | +9.2% | +6.3% | +2.9% | +5.5% |
| 6M | -15.0% | +24.8% | -39.8% | -24.1% |
| YTD | +5.2% | -24.4% | +29.5% | +7.8% |
| 1Y | +2.4% | -17.1% | +19.4% | +1.9% |
| 3Y | +52.0% | -53.6% | +105.6% | +77.5% |
| 5Y | +19.7% | -42.5% | +62.3% | +30.6% |
| 10Y | +246.9% | +88.8% | +158.1% | +157.9% |
| All | +11,928.1% | +6,253.0% | +5,675.1% | +3,285.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling