+52,520.1%
QCOM vs OMC
+5,077.0%
+47,443.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.7% |
| 7D | +2.0% | +1.6% | +0.4% | +1.2% |
| 30D | +1.2% | +15.3% | -14.1% | -5.9% |
| 3M | +9.1% | +4.5% | +4.7% | +6.0% |
| 6M | -25.0% | +20.8% | -45.7% | -33.1% |
| YTD | +4.8% | +13.5% | -8.7% | -5.3% |
| 1Y | +3.6% | +25.2% | -21.6% | -11.3% |
| 3Y | +51.5% | +30.5% | +21.0% | +24.6% |
| 5Y | +19.7% | +52.7% | -32.9% | -10.4% |
| 10Y | +245.8% | +55.2% | +190.6% | +139.0% |
| All | +52,520.1% | +5,077.0% | +47,443.1% | +7,993.0% |
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