+307.3%
QCOM vs P
+485.4%
-178.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +3.3% | +6.5% | -3.2% | +1.2% |
| 30D | +7.7% | +18.8% | -11.1% | +1.0% |
| 3M | -30.1% | +26.7% | -56.8% | -35.8% |
| 6M | +22.8% | +62.2% | -39.3% | +3.8% |
| YTD | +0.2% | +48.5% | -48.3% | -14.2% |
| 1Y | +7.9% | +26.4% | -18.5% | -5.6% |
| 3Y | +55.8% | +159.4% | -103.6% | +1.1% |
| 5Y | +30.1% | +275.8% | -245.7% | -26.4% |
| 10Y | +248.9% | +732.0% | -483.1% | +58.8% |
| All | +307.3% | +485.4% | -178.1% | +79.0% |
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