+36.2%
QCOM vs O
+14.8%
+21.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.3% |
| 7D | +5.1% | -0.6% | +5.6% | +5.2% |
| 30D | +4.3% | -2.0% | +6.2% | +4.9% |
| 3M | -19.6% | +3.0% | -22.6% | -21.0% |
| 6M | +29.5% | -3.6% | +33.1% | +30.5% |
| YTD | +3.4% | +12.1% | -8.7% | -2.5% |
| 1Y | +10.9% | +8.9% | +2.0% | +6.0% |
| 3Y | +74.8% | +30.3% | +44.4% | +49.6% |
| 5Y | +36.2% | +13.7% | +22.5% | +27.0% |
| All | +36.2% | +14.8% | +21.4% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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