+77.2%
QCOM vs QS
-43.2%
+120.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +3.0% |
| 7D | +5.1% | +2.2% | +2.9% | +4.8% |
| 30D | +4.3% | -8.1% | +12.3% | +5.0% |
| 3M | -19.6% | -27.0% | +7.4% | -17.4% |
| 6M | +29.5% | -16.4% | +45.9% | +31.1% |
| YTD | +3.4% | -46.4% | +49.7% | +8.3% |
| 1Y | +10.9% | -41.1% | +52.0% | +13.9% |
| 3Y | +74.8% | -18.6% | +93.4% | +65.1% |
| 5Y | +36.2% | -73.0% | +109.2% | +32.0% |
| All | +77.2% | -43.2% | +120.5% | +92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling