+13.5%
QCOM vs MO
+10.3%
+3.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.2% |
| 7D | +4.4% | -2.4% | +6.8% | +3.7% |
| 30D | +9.4% | +3.6% | +5.8% | +10.5% |
| 3M | -13.7% | -3.7% | -10.0% | -13.7% |
| 6M | +28.9% | +4.5% | +24.4% | +31.5% |
| YTD | +4.7% | +21.5% | -16.8% | +15.2% |
| 1Y | +13.5% | +9.5% | +4.0% | +15.3% |
| All | +13.5% | +10.3% | +3.2% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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