+23.7%
QCOM vs PATH
-75.2%
+98.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.9% | +2.4% | +4.7% |
| 7D | -5.3% | -4.8% | -0.6% | -4.3% |
| 30D | -4.2% | +2.7% | -6.9% | -4.8% |
| 3M | +7.0% | -4.2% | +11.2% | +6.8% |
| 6M | +3.8% | +24.7% | -20.9% | -3.8% |
| YTD | +2.8% | -17.6% | +20.4% | +3.8% |
| 1Y | +2.3% | -5.3% | +7.6% | -1.5% |
| 3Y | +54.4% | -22.0% | +76.4% | +44.2% |
| 5Y | +23.7% | -76.5% | +100.2% | +46.3% |
| All | +23.7% | -75.2% | +98.9% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 5y: compounded portfolio wealth divided by compounded PATH 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…
5y analysis · Full analysis span regression · 6 months rolling