+30.9%
QCOM vs NET
+112.9%
-82.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.5% |
| 3M | -30.1% | +3.8% | -33.9% | -31.0% |
| 6M | +22.8% | +50.0% | -27.2% | +8.1% |
| YTD | +0.2% | +41.5% | -41.3% | -11.5% |
| 1Y | +7.9% | +32.8% | -25.0% | -3.7% |
| 3Y | +55.8% | +335.9% | -280.1% | +0.3% |
| All | +30.9% | +112.9% | -82.0% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling