+30.9%
QCOM vs ON
+62.4%
-31.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | +3.3% | +2.4% | +0.9% | +2.2% |
| 30D | +7.7% | -3.3% | +11.0% | +9.2% |
| 3M | -30.1% | -43.6% | +13.5% | -10.1% |
| 6M | +22.8% | +19.0% | +3.9% | +8.8% |
| YTD | +0.2% | +37.4% | -37.2% | -18.0% |
| 1Y | +7.9% | +54.8% | -46.9% | -17.4% |
| 3Y | +55.8% | -25.2% | +81.0% | +57.0% |
| All | +30.9% | +62.4% | -31.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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