+263.7%
QCOM vs RUN
+46.3%
+217.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +2.6% |
| 7D | +5.1% | +10.2% | -5.1% | +3.5% |
| 30D | +4.3% | -9.6% | +13.9% | +5.8% |
| 3M | -19.6% | -31.5% | +11.9% | -15.3% |
| 6M | +29.5% | -18.7% | +48.2% | +32.8% |
| YTD | +3.4% | -49.9% | +53.3% | +11.6% |
| 1Y | +10.9% | -45.5% | +56.4% | +17.2% |
| 3Y | +74.8% | -34.1% | +108.9% | +50.9% |
| 5Y | +36.2% | -79.4% | +115.6% | +32.0% |
| 10Y | +263.7% | +48.9% | +214.8% | +118.6% |
| All | +263.7% | +46.3% | +217.4% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling