+263.7%
QCOM vs RIG
-42.7%
+306.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.4% |
| 7D | +5.1% | -2.7% | +7.8% | +5.4% |
| 30D | +4.3% | +9.5% | -5.2% | +2.9% |
| 3M | -19.6% | -6.6% | -13.0% | -19.2% |
| 6M | +29.5% | -2.9% | +32.3% | +28.8% |
| YTD | +3.4% | +39.5% | -36.1% | -2.3% |
| 1Y | +10.9% | +82.3% | -71.4% | +0.8% |
| 3Y | +74.8% | -29.6% | +104.4% | +73.4% |
| 5Y | +36.2% | +63.2% | -27.0% | +16.7% |
| 10Y | +263.7% | -45.0% | +308.7% | +192.2% |
| All | +263.7% | -42.7% | +306.4% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RIG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling