+70.4%
QCOM vs NYT
+55.6%
+14.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.7% |
| 7D | +4.4% | -1.6% | +5.9% | +4.6% |
| 30D | +9.4% | +2.8% | +6.6% | +8.8% |
| 3M | -13.7% | -9.2% | -4.4% | -12.3% |
| 6M | +28.9% | -17.1% | +46.0% | +33.1% |
| YTD | +4.7% | -3.2% | +8.0% | +2.7% |
| 1Y | +13.5% | +15.7% | -2.2% | +4.4% |
| All | +70.4% | +55.6% | +14.9% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling