+318.0%
QCOM vs P
+557.5%
-239.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.0% | +10.3% | +6.8% |
| 7D | -5.3% | -19.4% | +14.0% | +0.9% |
| 30D | -4.2% | -22.3% | +18.1% | +2.8% |
| 3M | +7.0% | +33.2% | -26.1% | -4.1% |
| 6M | +3.8% | +53.6% | -49.8% | -11.7% |
| YTD | +2.8% | +66.8% | -64.0% | -16.0% |
| 1Y | +2.3% | +17.5% | -15.2% | -9.1% |
| 3Y | +54.4% | +219.7% | -165.3% | -7.1% |
| 5Y | +23.7% | +307.8% | -284.1% | -32.5% |
| 10Y | +240.0% | +855.3% | -615.3% | +47.6% |
| All | +318.0% | +557.5% | -239.4% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling