+54.3%
QCOM vs RF
+86.8%
-32.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.3% | +1.3% | +2.0% | +2.7% |
| 30D | +7.7% | -3.6% | +11.3% | +9.4% |
| 3M | -30.1% | +8.1% | -38.1% | -33.0% |
| 6M | +22.8% | +11.5% | +11.4% | +15.5% |
| YTD | +0.2% | +15.6% | -15.4% | -7.8% |
| 1Y | +7.9% | +15.7% | -7.8% | -1.1% |
| All | +54.3% | +86.8% | -32.5% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling