+251.9%
QCOM vs RUN
+66.4%
+185.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.1% | +6.4% | +1.2% |
| 7D | +13.0% | -13.7% | +26.7% | +15.3% |
| 30D | +0.2% | +9.4% | -9.2% | -1.9% |
| 3M | +9.2% | -13.4% | +22.6% | +10.7% |
| 6M | -15.0% | -39.6% | +24.6% | -9.3% |
| YTD | +5.2% | -53.7% | +58.9% | +14.1% |
| 1Y | +2.4% | -56.2% | +58.5% | +11.5% |
| 3Y | +52.0% | -9.7% | +61.7% | +23.9% |
| 5Y | +19.7% | -85.5% | +105.2% | +23.4% |
| All | +251.9% | +66.4% | +185.5% | +109.4% |
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