+13.6%
QCOM vs MKTX
-10.9%
+24.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +4.9% | -0.2% | +5.1% | +4.9% |
| 30D | +9.3% | +0.8% | +8.5% | +9.5% |
| 3M | -7.0% | +41.1% | -48.1% | +0.6% |
| 6M | +32.0% | -9.5% | +41.6% | +32.8% |
| YTD | +5.0% | -8.7% | +13.7% | +4.7% |
| 1Y | +13.6% | -10.0% | +23.6% | +15.7% |
| All | +13.6% | -10.9% | +24.5% | +15.7% |
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