+36.2%
QCOM vs QSR
+46.1%
-9.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.5% | +4.2% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | +4.3% | +5.9% | -1.7% | +1.5% |
| 3M | -19.6% | +10.5% | -30.1% | -23.7% |
| 6M | +29.5% | +7.7% | +21.8% | +23.9% |
| YTD | +3.4% | +16.8% | -13.4% | -5.3% |
| 1Y | +10.9% | +30.9% | -20.0% | -4.7% |
| 3Y | +74.8% | +28.2% | +46.6% | +45.6% |
| 5Y | +36.2% | +45.0% | -8.8% | -3.7% |
| All | +36.2% | +46.1% | -9.9% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling