+615.1%
QCOM vs MKTX
+1,446.2%
-831.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | +7.7% | +1.1% | +6.6% | +7.5% |
| 3M | -30.1% | +36.1% | -66.2% | -35.3% |
| 6M | +22.8% | -12.9% | +35.7% | +24.5% |
| YTD | +0.2% | -8.5% | +8.7% | +0.4% |
| 1Y | +7.9% | -7.5% | +15.4% | +7.4% |
| 3Y | +55.8% | -28.3% | +84.2% | +59.6% |
| 5Y | +30.1% | -63.3% | +93.4% | +52.3% |
| 10Y | +248.9% | +4.5% | +244.4% | +218.5% |
| All | +615.1% | +1,446.2% | -831.1% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling