+33,873.4%
QCOM vs M
+425.5%
+33,447.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.9% | -3.6% | -8.0% |
| 7D | -15.5% | -2.1% | -13.3% | -14.9% |
| 30D | -13.4% | +7.7% | -21.1% | -14.9% |
| 3M | 0.0% | -4.4% | +4.4% | +0.9% |
| 6M | -15.2% | +27.5% | -42.7% | -20.7% |
| YTD | -6.9% | +12.8% | -19.7% | -10.6% |
| 1Y | -11.0% | +20.7% | -31.7% | -16.1% |
| 3Y | +39.8% | +111.3% | -71.5% | +9.4% |
| 5Y | +7.2% | -6.3% | +13.5% | -2.3% |
| 10Y | +207.7% | +1.5% | +206.2% | +124.0% |
| All | +33,873.4% | +425.5% | +33,447.8% | +9,272.6% |
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