+0.9%
QCOM vs Q
+29.7%
-28.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -1.2% |
| 7D | +4.3% | +1.2% | +3.1% | +3.7% |
| 30D | -0.1% | -2.7% | +2.6% | +1.0% |
| 3M | +5.2% | -16.9% | +22.2% | +12.6% |
| 6M | -18.4% | -26.9% | +8.5% | -8.9% |
| YTD | +2.4% | +45.2% | -42.8% | -4.6% |
| 1Y | +0.9% | +38.1% | -37.2% | -4.7% |
| All | +0.9% | +29.7% | -28.8% | -4.7% |
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