+48.4%
QCOM vs OMC
+29.7%
+18.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.0% |
| 7D | +4.3% | +1.9% | +2.4% | +3.7% |
| 30D | -0.1% | +12.2% | -12.3% | -3.6% |
| 3M | +5.2% | +0.6% | +4.6% | +4.8% |
| 6M | -18.4% | +21.0% | -39.4% | -24.1% |
| YTD | +2.4% | +12.4% | -10.0% | -2.5% |
| 1Y | +0.9% | +25.4% | -24.5% | -9.3% |
| 3Y | +48.4% | +29.2% | +19.2% | +25.6% |
| All | +48.4% | +29.7% | +18.7% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling