-10.0%
QCOM vs Q
+66.4%
-76.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.3% | -0.8% | +3.0% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | -6.6% | -9.8% | +3.2% | -2.9% |
| 3M | +3.7% | -12.2% | +15.9% | +8.4% |
| 6M | -13.3% | -21.6% | +8.3% | -5.3% |
| YTD | -1.8% | +43.6% | -45.3% | -6.1% |
| 1Y | -2.5% | +25.7% | -28.2% | -4.4% |
| All | -10.0% | +66.4% | -76.4% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling