+23.7%
QCOM vs NET
+36.7%
-13.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.6% | +7.9% | +5.9% |
| 7D | -5.3% | -16.4% | +11.0% | -1.4% |
| 30D | -4.2% | -25.8% | +21.6% | +2.3% |
| 3M | +7.0% | -11.5% | +18.6% | +9.3% |
| 6M | +3.8% | +18.9% | -15.1% | -2.8% |
| YTD | +2.8% | +35.2% | -32.4% | -8.6% |
| 1Y | +2.3% | +14.5% | -12.2% | -5.5% |
| 3Y | +54.4% | +313.8% | -259.4% | +0.2% |
| 5Y | +23.7% | +32.6% | -8.9% | -8.4% |
| All | +23.7% | +36.7% | -13.0% | -8.4% |
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