+75.6%
QCOM vs QS
-62.6%
+138.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.5% | -2.1% |
| 7D | +4.3% | -14.0% | +18.3% | +5.7% |
| 30D | -0.1% | -6.4% | +6.3% | +0.5% |
| 3M | +5.2% | -40.3% | +45.5% | +10.4% |
| 6M | -18.4% | -57.5% | +39.2% | -12.0% |
| YTD | +2.4% | -64.7% | +67.1% | +11.6% |
| 1Y | +0.9% | -72.9% | +73.8% | +12.2% |
| 3Y | +48.4% | -33.5% | +81.8% | +43.5% |
| 5Y | +16.6% | -90.5% | +107.1% | +18.2% |
| All | +75.6% | -62.6% | +138.2% | +98.4% |
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 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