+255.0%
QCOM vs RUN
-23.6%
+278.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.4% |
| 7D | +0.4% | +33.4% | -33.0% | -3.9% |
| 30D | -6.6% | +31.1% | -37.8% | -10.5% |
| 3M | +3.7% | +6.4% | -2.7% | +2.2% |
| 6M | -13.3% | -22.2% | +8.9% | -10.9% |
| YTD | -1.8% | -45.8% | +44.0% | +3.7% |
| 1Y | -2.5% | -51.1% | +48.6% | +3.8% |
| 3Y | +47.0% | -3.0% | +50.0% | +22.7% |
| 5Y | +13.1% | -82.2% | +95.4% | +12.2% |
| 10Y | +224.7% | +111.9% | +112.8% | +131.7% |
| All | +255.0% | -23.6% | +278.6% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling