+199.9%
QCOM vs RF
+280.8%
-80.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.1% | -7.4% | -8.6% |
| 7D | -15.5% | -1.6% | -13.8% | -14.8% |
| 30D | -13.4% | +5.0% | -18.4% | -15.1% |
| 3M | 0.0% | -10.0% | +10.0% | +4.4% |
| 6M | -15.2% | +3.3% | -18.5% | -16.9% |
| YTD | -6.9% | +7.9% | -14.9% | -10.6% |
| 1Y | -11.0% | +21.2% | -32.2% | -18.6% |
| 3Y | +39.8% | +105.8% | -66.1% | +2.1% |
| 5Y | +7.2% | +43.7% | -36.5% | -11.4% |
| All | +199.9% | +280.8% | -80.8% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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