+38.9%
QCOM vs MO
+96.7%
-57.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +4.4% | -2.4% | +6.8% | +4.3% |
| 30D | +9.4% | +3.6% | +5.8% | +9.5% |
| 3M | -13.7% | -3.7% | -10.0% | -13.7% |
| 6M | +28.9% | +4.5% | +24.4% | +28.8% |
| YTD | +4.7% | +21.5% | -16.8% | +4.7% |
| 1Y | +13.5% | +9.5% | +4.0% | +13.7% |
| 3Y | +77.1% | +93.6% | -16.5% | +65.4% |
| 5Y | +38.9% | +97.5% | -58.6% | +33.5% |
| All | +38.9% | +96.7% | -57.8% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling