+19.7%
QCOM vs ON
+25.5%
-5.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +13.0% | +17.0% | -4.0% | +4.6% |
| 30D | +0.2% | -3.9% | +4.0% | +1.9% |
| 3M | +9.2% | -11.5% | +20.7% | +14.5% |
| 6M | -15.0% | -29.2% | +14.2% | -3.2% |
| YTD | +5.2% | +36.2% | -31.0% | -14.6% |
| 1Y | +2.4% | +49.6% | -47.3% | -21.1% |
| 3Y | +52.0% | +9.4% | +42.5% | +26.7% |
| 5Y | +19.7% | +25.8% | -6.1% | -19.1% |
| All | +19.7% | +25.5% | -5.8% | -19.1% |
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