+282.9%
QCOM vs NYT
+489.9%
-207.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +7.8% | -0.6% | +8.4% | +8.0% |
| 30D | +12.2% | +4.6% | +7.6% | +10.6% |
| 3M | -9.9% | -9.6% | -0.3% | -7.9% |
| 6M | +36.9% | -14.0% | +50.9% | +41.2% |
| YTD | +8.0% | -2.8% | +10.9% | +6.7% |
| 1Y | +15.0% | +15.6% | -0.6% | +6.9% |
| 3Y | +75.8% | +56.3% | +19.5% | +45.3% |
| 5Y | +42.2% | +39.5% | +2.7% | +18.3% |
| All | +282.9% | +489.9% | -207.0% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling