+242.8%
QCOM vs P
+691.2%
-448.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | +5.5% | -13.3% | +18.9% | +10.4% |
| 30D | -1.1% | -34.0% | +32.9% | +12.5% |
| 3M | +7.6% | +4.1% | +3.5% | +3.8% |
| 6M | -20.1% | +30.5% | -50.5% | -29.5% |
| YTD | +3.0% | +52.2% | -49.2% | -14.9% |
| 1Y | +3.2% | +10.3% | -7.0% | -7.6% |
| 3Y | +48.9% | +180.9% | -132.0% | -12.0% |
| 5Y | +21.1% | +259.7% | -238.7% | -36.3% |
| 10Y | +242.8% | +652.6% | -409.8% | +46.4% |
| All | +242.8% | +691.2% | -448.4% | +46.4% |
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