+51,781.0%
QCOM vs NYT
+1,000.2%
+50,780.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.9% |
| 7D | +5.1% | +0.3% | +4.7% | +5.0% |
| 30D | +4.3% | +7.0% | -2.7% | +2.3% |
| 3M | -19.6% | -7.9% | -11.7% | -18.4% |
| 6M | +29.5% | -15.0% | +44.5% | +33.6% |
| YTD | +3.4% | -1.3% | +4.6% | +2.1% |
| 1Y | +10.9% | +16.9% | -6.0% | +4.3% |
| 3Y | +74.8% | +58.9% | +15.9% | +49.5% |
| 5Y | +36.2% | +40.9% | -4.7% | +18.3% |
| 10Y | +263.7% | +471.8% | -208.1% | +110.8% |
| All | +51,781.0% | +1,000.2% | +50,780.7% | +23,703.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling