+251.9%
QCOM vs M
-8.5%
+260.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +13.0% | +0.6% | +12.4% | +12.8% |
| 30D | +0.2% | +7.0% | -6.8% | -1.1% |
| 3M | +9.2% | +3.1% | +6.1% | +8.3% |
| 6M | -15.0% | +33.5% | -48.5% | -19.8% |
| YTD | +5.2% | +13.4% | -8.2% | +2.0% |
| 1Y | +2.4% | +22.4% | -20.1% | -2.3% |
| 3Y | +52.0% | +150.9% | -98.9% | +24.2% |
| 5Y | +19.7% | -3.0% | +22.8% | +9.9% |
| All | +251.9% | -8.5% | +260.4% | +205.7% |
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