-2.5%
QCOM vs M
+15.5%
-18.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.6% | +10.1% | +6.9% |
| 7D | +0.4% | -4.3% | +4.6% | +1.8% |
| 30D | -6.6% | +1.3% | -7.9% | -6.6% |
| 3M | +3.7% | -7.4% | +11.1% | +6.1% |
| 6M | -13.3% | +18.3% | -31.7% | -17.3% |
| YTD | -1.8% | +7.6% | -9.4% | -4.0% |
| 1Y | -2.5% | +17.4% | -19.9% | -6.2% |
| All | -2.5% | +15.5% | -18.0% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling