+263.7%
QCOM vs OMC
+32.3%
+231.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +3.9% |
| 7D | +5.1% | -5.8% | +10.8% | +7.5% |
| 30D | +4.3% | -4.8% | +9.1% | +6.2% |
| 3M | -19.6% | +9.2% | -28.9% | -23.5% |
| 6M | +29.5% | -2.5% | +32.0% | +29.0% |
| YTD | +3.4% | +2.6% | +0.8% | -0.5% |
| 1Y | +10.9% | +5.9% | +5.0% | +4.4% |
| 3Y | +74.8% | +14.2% | +60.6% | +56.6% |
| 5Y | +36.2% | +33.2% | +2.9% | +12.1% |
| 10Y | +263.7% | +33.4% | +230.3% | +192.2% |
| All | +263.7% | +32.3% | +231.5% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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