+50,186.6%
QCOM vs RF
+819.5%
+49,367.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 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