+2.0%
QCOM vs RUN
-55.1%
+57.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.4% | +0.9% |
| 7D | +2.0% | +3.2% | -1.2% | +0.6% |
| 30D | +1.2% | +19.5% | -18.3% | -4.0% |
| 3M | +9.1% | -9.6% | +18.7% | +10.3% |
| 6M | -25.0% | -37.3% | +12.3% | -18.3% |
| YTD | +4.8% | -50.7% | +55.5% | +14.2% |
| All | +2.0% | -55.1% | +57.1% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling