+74.6%
QCOM vs QS
-53.6%
+128.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | +3.0% |
| 7D | +5.8% | +13.7% | -7.9% | +4.6% |
| 30D | -2.3% | -0.2% | -2.1% | -2.3% |
| 3M | +2.7% | -24.8% | +27.5% | +5.4% |
| 6M | -21.0% | -39.4% | +18.4% | -17.6% |
| YTD | +1.8% | -56.1% | +58.0% | +8.7% |
| 1Y | +2.4% | -72.5% | +74.9% | +13.4% |
| 3Y | +52.1% | -16.3% | +68.4% | +44.0% |
| 5Y | +14.6% | -87.6% | +102.2% | +13.8% |
| All | +74.6% | -53.6% | +128.2% | +93.3% |
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