+245.8%
QCOM vs P
+686.0%
-440.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.7% | +0.3% |
| 7D | +2.0% | -4.7% | +6.7% | +3.5% |
| 30D | +1.2% | -31.4% | +32.7% | +13.7% |
| 3M | +9.1% | -2.6% | +11.8% | +7.9% |
| 6M | -25.0% | +21.9% | -46.9% | -32.3% |
| YTD | +4.8% | +58.9% | -54.1% | -14.7% |
| 1Y | +3.6% | +21.7% | -18.1% | -10.3% |
| 3Y | +51.5% | +193.3% | -141.8% | -11.8% |
| 5Y | +19.7% | +275.1% | -255.4% | -37.9% |
| 10Y | +245.8% | +655.3% | -409.5% | +48.6% |
| All | +245.8% | +686.0% | -440.2% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling