+51,000.2%
QCOM vs OMC
+5,054.8%
+45,945.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.4% |
| 7D | +5.8% | +5.4% | +0.4% | +3.2% |
| 30D | -2.3% | +15.7% | -18.0% | -9.3% |
| 3M | +2.7% | +4.9% | -2.2% | -0.4% |
| 6M | -21.0% | +17.3% | -38.3% | -28.6% |
| YTD | +1.8% | +13.0% | -11.2% | -7.8% |
| 1Y | +2.4% | +24.1% | -21.7% | -12.0% |
| 3Y | +52.1% | +31.2% | +20.9% | +24.8% |
| 5Y | +14.6% | +53.4% | -38.7% | -14.4% |
| 10Y | +230.9% | +55.5% | +175.3% | +128.4% |
| All | +51,000.2% | +5,054.8% | +45,945.4% | +7,775.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling