+242.8%
QCOM vs M
-3.0%
+245.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +5.5% | +5.0% | +0.5% | +4.6% |
| 30D | -1.1% | +10.6% | -11.8% | -3.0% |
| 3M | +7.6% | +1.6% | +6.0% | +7.0% |
| 6M | -20.1% | +30.8% | -50.9% | -24.3% |
| YTD | +3.0% | +16.9% | -13.9% | -0.7% |
| 1Y | +3.2% | +26.3% | -23.0% | -2.0% |
| 3Y | +48.9% | +158.6% | -109.7% | +20.9% |
| 5Y | +21.1% | +2.1% | +19.0% | +10.3% |
| 10Y | +242.8% | -4.3% | +247.1% | +194.1% |
| All | +242.8% | -3.0% | +245.8% | +194.1% |
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