+54.3%
QCOM vs NET
+339.9%
-285.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.5% |
| 7D | +3.3% | -7.0% | +10.3% | +4.9% |
| 30D | +7.7% | -4.8% | +12.5% | +8.4% |
| 3M | -30.1% | +3.8% | -33.9% | -31.0% |
| 6M | +22.8% | +50.0% | -27.2% | +7.4% |
| YTD | +0.2% | +41.5% | -41.3% | -12.0% |
| 1Y | +7.9% | +32.8% | -25.0% | -4.1% |
| All | +54.3% | +339.9% | -285.7% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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