+36,472.1%
QCOM vs M
+396.5%
+36,075.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | +3.3% | +4.7% | -1.4% | +2.1% |
| 30D | +7.7% | -9.6% | +17.3% | +10.4% |
| 3M | -30.1% | +0.9% | -30.9% | -30.4% |
| 6M | +22.8% | +22.3% | +0.6% | +16.2% |
| YTD | +0.2% | +6.5% | -6.3% | -2.2% |
| 1Y | +7.9% | +38.8% | -30.9% | -1.7% |
| 3Y | +55.8% | +115.9% | -60.1% | +21.3% |
| 5Y | +30.1% | +28.6% | +1.4% | +9.2% |
| 10Y | +248.9% | -2.5% | +251.4% | +156.5% |
| All | +36,472.1% | +396.5% | +36,075.5% | +10,149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling