+503.9%
QCOM vs MSCI
+3,169.6%
-2,665.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.7% | -6.8% | -8.4% |
| 7D | -15.5% | +6.0% | -21.5% | -17.4% |
| 30D | -13.4% | +18.2% | -31.6% | -19.1% |
| 3M | 0.0% | +15.1% | -15.1% | -5.8% |
| 6M | -15.2% | +13.7% | -28.9% | -20.8% |
| YTD | -6.9% | +15.6% | -22.5% | -14.3% |
| 1Y | -11.0% | +16.3% | -27.3% | -18.3% |
| 3Y | +39.8% | +36.9% | +2.9% | +16.8% |
| 5Y | +7.2% | +6.3% | +0.9% | -2.1% |
| 10Y | +207.7% | +823.0% | -615.3% | +23.7% |
| All | +503.9% | +3,169.6% | -2,665.8% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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