+39.3%
QCOM vs M
+110.5%
-71.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.9% | -3.6% | -7.9% |
| 7D | -15.5% | -2.1% | -13.3% | -14.8% |
| 30D | -13.4% | +7.7% | -21.1% | -15.0% |
| 3M | 0.0% | -4.4% | +4.4% | +1.1% |
| 6M | -15.2% | +27.5% | -42.7% | -20.9% |
| YTD | -6.9% | +12.8% | -19.7% | -10.7% |
| 1Y | -11.0% | +20.7% | -31.7% | -16.3% |
| All | +39.3% | +110.5% | -71.2% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling