+52.1%
QCOM vs MO
+135.2%
-83.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.6% |
| 7D | +5.8% | -1.8% | +7.6% | +5.3% |
| 30D | -2.3% | +5.8% | -8.1% | -0.7% |
| 3M | +2.7% | +12.7% | -10.0% | +6.2% |
| 6M | -21.0% | +14.8% | -35.8% | -17.5% |
| YTD | +1.8% | +37.8% | -36.0% | +12.5% |
| 1Y | +2.4% | +39.5% | -37.0% | +13.5% |
| 3Y | +52.1% | +136.1% | -83.9% | +93.5% |
| All | +52.1% | +135.2% | -83.1% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling