+550.1%
QCOM vs MSCI
+2,756.4%
-2,206.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +3.3% | +0.4% | +2.9% | +3.1% |
| 30D | +7.7% | +0.6% | +7.1% | +7.4% |
| 3M | -30.1% | -7.1% | -23.0% | -28.8% |
| 6M | +22.8% | +0.8% | +22.0% | +20.3% |
| YTD | +0.2% | +1.0% | -0.8% | -2.4% |
| 1Y | +7.9% | +4.3% | +3.5% | +3.0% |
| 3Y | +55.8% | +9.9% | +45.9% | +42.6% |
| 5Y | +30.1% | -6.8% | +36.8% | +25.4% |
| 10Y | +248.9% | +614.7% | -365.8% | +54.6% |
| All | +550.1% | +2,756.4% | -2,206.3% | +68.9% |
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