+230.9%
QCOM vs M
+3.7%
+227.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +2.1% |
| 7D | +5.8% | +2.5% | +3.2% | +5.3% |
| 30D | -2.3% | +10.1% | -12.4% | -4.0% |
| 3M | +2.7% | -0.9% | +3.6% | +2.6% |
| 6M | -21.0% | +30.2% | -51.2% | -25.1% |
| YTD | +1.8% | +16.3% | -14.5% | -1.8% |
| 1Y | +2.4% | +27.0% | -24.5% | -2.9% |
| 3Y | +52.1% | +154.5% | -102.3% | +24.0% |
| 5Y | +14.6% | -1.1% | +15.7% | +4.9% |
| 10Y | +230.9% | +0.5% | +230.4% | +179.6% |
| All | +230.9% | +3.7% | +227.2% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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