+7.9%
QCOM vs QS
-28.5%
+36.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | +3.3% | -2.3% | +5.6% | +3.8% |
| 30D | +7.7% | -0.7% | +8.4% | +7.7% |
| 3M | -30.1% | -39.6% | +9.6% | -24.9% |
| 6M | +22.8% | -21.7% | +44.6% | +27.2% |
| YTD | +0.2% | -47.4% | +47.6% | +7.1% |
| 1Y | +7.9% | -28.4% | +36.2% | +16.4% |
| All | +7.9% | -28.5% | +36.3% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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