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  • QCOM vs RF✓SelectedUSD · RFQCOM vs RF performance historyLatest closeAs of+0.10%09/04
Stock and ETF performance explorer

QCOM vs RF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+50,186.6%
RF return
+819.5%
Excess return
+49,367.2%
Maximum drawdown
-86.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRFExcessAlpha
1D+0.1%-0.1%+0.2%+0.1%
7D+3.3%+1.3%+2.0%+3.0%
30D+7.7%-3.6%+11.3%+8.7%
3M-30.1%+8.1%-38.1%-31.6%
6M+22.8%+11.5%+11.4%+19.0%
YTD+0.2%+15.6%-15.4%-3.9%
1Y+7.9%+15.7%-7.8%+3.3%
3Y+55.8%+86.9%-31.1%+31.6%
5Y+30.1%+89.8%-59.7%+9.0%
10Y+248.9%+344.7%-95.8%+129.3%
All+50,186.6%+819.5%+49,367.2%+14,656.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling