+47.0%
QCOM vs QS
-30.4%
+77.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.1% | +1.4% | +5.0% |
| 7D | +0.4% | +5.4% | -5.0% | -0.2% |
| 30D | -6.6% | -5.3% | -1.3% | -6.0% |
| 3M | +3.7% | -22.6% | +26.3% | +6.9% |
| 6M | -13.3% | -46.2% | +32.8% | -7.3% |
| YTD | -1.8% | -58.9% | +57.1% | +7.1% |
| 1Y | -2.5% | -73.1% | +70.6% | +10.0% |
| 3Y | +47.0% | -27.2% | +74.2% | +39.5% |
| All | +47.0% | -30.4% | +77.4% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling