+47.0%
QCOM vs RF
+104.8%
-57.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +0.4% | -0.9% | +1.3% | +0.9% |
| 30D | -6.6% | +6.0% | -12.6% | -9.1% |
| 3M | +3.7% | -8.9% | +12.6% | +8.3% |
| 6M | -13.3% | +2.3% | -15.7% | -15.1% |
| YTD | -1.8% | +7.6% | -9.3% | -6.8% |
| 1Y | -2.5% | +21.2% | -23.7% | -13.3% |
| 3Y | +47.0% | +108.5% | -61.6% | +4.8% |
| All | +47.0% | +104.8% | -57.9% | +4.8% |
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