+261.5%
QCOM vs PSX
+1,139.4%
-878.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.3% | +4.5% | -1.2% | +1.9% |
| 30D | +7.7% | +26.6% | -18.9% | 0.0% |
| 3M | -30.1% | +39.3% | -69.3% | -37.2% |
| 6M | +22.8% | +56.8% | -34.0% | +5.7% |
| YTD | +0.2% | +101.8% | -101.6% | -20.6% |
| 1Y | +7.9% | +99.6% | -91.8% | -14.4% |
| 3Y | +55.8% | +140.3% | -84.5% | +15.2% |
| 5Y | +30.1% | +339.3% | -309.3% | -21.5% |
| 10Y | +248.9% | +369.9% | -121.0% | +93.5% |
| All | +261.5% | +1,139.4% | -878.0% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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