+11,543.1%
QCOM vs IT
+6,259.0%
+5,284.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | +5.8% | -18.8% | +24.6% | +12.0% |
| 30D | -2.3% | -0.1% | -2.2% | -3.0% |
| 3M | +2.7% | +2.9% | -0.2% | 0.0% |
| 6M | -21.0% | +20.4% | -41.4% | -28.8% |
| YTD | +1.8% | -24.3% | +26.1% | +4.3% |
| 1Y | +2.4% | -17.2% | +19.6% | +2.0% |
| 3Y | +52.1% | -52.4% | +104.5% | +76.3% |
| 5Y | +14.6% | -43.7% | +58.4% | +25.9% |
| 10Y | +230.9% | +90.3% | +140.6% | +145.5% |
| All | +11,543.1% | +6,259.0% | +5,284.1% | +3,176.8% |
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