+51,512.8%
QCOM vs RF
+777.5%
+50,735.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.8% | +4.9% |
| 7D | -5.3% | +2.3% | -7.6% | -5.9% |
| 30D | -4.2% | +7.2% | -11.4% | -5.9% |
| 3M | +7.0% | -8.2% | +15.3% | +9.4% |
| 6M | +3.8% | +7.0% | -3.2% | +1.7% |
| YTD | +2.8% | +10.3% | -7.5% | -0.2% |
| 1Y | +2.3% | +25.1% | -22.8% | -3.9% |
| 3Y | +54.4% | +110.3% | -55.9% | +27.0% |
| 5Y | +23.7% | +47.1% | -23.4% | +10.4% |
| 10Y | +240.0% | +297.9% | -58.0% | +129.3% |
| All | +51,512.8% | +777.5% | +50,735.3% | +15,227.6% |
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