+630.9%
QCOM vs MKTX
+1,471.0%
-840.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | +4.3% | +0.2% | +4.0% | +4.2% |
| 30D | -0.1% | +0.9% | -1.0% | -0.3% |
| 3M | +5.2% | +2.6% | +2.6% | +4.7% |
| 6M | -18.4% | +20.4% | -38.8% | -22.6% |
| YTD | +2.4% | -7.1% | +9.5% | +2.2% |
| 1Y | +0.9% | -2.8% | +3.6% | -0.3% |
| 3Y | +48.4% | -21.7% | +70.1% | +49.5% |
| 5Y | +16.6% | -54.5% | +71.1% | +30.6% |
| 10Y | +237.8% | +13.0% | +224.8% | +203.8% |
| All | +630.9% | +1,471.0% | -840.1% | +224.7% |
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