+3.6%
QCOM vs Q
+28.9%
-25.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +0.8% |
| 7D | +2.0% | +6.6% | -4.6% | -0.6% |
| 30D | +1.2% | +2.7% | -1.5% | 0.0% |
| 3M | +9.1% | -8.4% | +17.5% | +12.1% |
| 6M | -25.0% | -17.3% | -7.7% | -19.9% |
| YTD | +4.8% | +55.3% | -50.5% | -3.4% |
| 1Y | +3.6% | +31.5% | -27.9% | -0.9% |
| All | +3.6% | +28.9% | -25.3% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling