+38.9%
QCOM vs MKTX
-61.3%
+100.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +4.4% | +0.3% | +4.1% | +4.3% |
| 30D | +9.4% | +1.0% | +8.4% | +9.2% |
| 3M | -13.7% | +40.8% | -54.5% | -18.6% |
| 6M | +28.9% | -10.9% | +39.8% | +32.7% |
| YTD | +4.7% | -8.6% | +13.3% | +7.1% |
| 1Y | +13.5% | -11.6% | +25.1% | +16.6% |
| 3Y | +77.1% | -24.5% | +101.6% | +80.7% |
| 5Y | +38.9% | -60.7% | +99.6% | +52.2% |
| All | +38.9% | -61.3% | +100.2% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling