+2.3%
QCOM vs MKTX
+5.4%
-3.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.4% | +5.3% |
| 7D | -5.3% | +0.5% | -5.8% | -5.3% |
| 30D | -4.2% | +1.0% | -5.2% | -4.1% |
| 3M | +7.0% | +2.5% | +4.5% | +7.4% |
| 6M | +3.8% | +8.0% | -4.2% | +6.6% |
| YTD | +2.8% | -7.3% | +10.1% | +5.1% |
| 1Y | +2.3% | +4.7% | -2.4% | +4.7% |
| All | +2.3% | +5.4% | -3.1% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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