+242.6%
QCOM vs P
+652.0%
-409.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.0% |
| 7D | +4.3% | +11.6% | -7.3% | +0.5% |
| 30D | -0.1% | -23.7% | +23.6% | +8.5% |
| 3M | +5.2% | -8.0% | +13.2% | +6.1% |
| 6M | -18.4% | +27.9% | -46.3% | -27.6% |
| YTD | +2.4% | +61.2% | -58.7% | -17.1% |
| 1Y | +0.9% | +28.6% | -27.7% | -14.2% |
| 3Y | +48.4% | +200.5% | -152.1% | -14.4% |
| 5Y | +16.6% | +282.9% | -266.4% | -40.0% |
| All | +242.6% | +652.0% | -409.4% | +54.3% |
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