+11.2%
QCOM vs RY
+122.0%
-110.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +6.6% |
| 7D | +0.4% | -0.9% | +1.3% | +1.4% |
| 30D | -6.6% | +5.9% | -12.5% | -10.7% |
| 3M | +3.7% | -4.3% | +8.0% | +7.8% |
| 6M | -13.3% | +12.1% | -25.4% | -21.7% |
| YTD | -1.8% | +20.3% | -22.0% | -16.6% |
| 1Y | -2.5% | +41.0% | -43.5% | -28.0% |
| 3Y | +47.0% | +157.5% | -110.6% | -37.8% |
| All | +11.2% | +122.0% | -110.8% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 5y: compounded portfolio wealth divided by compounded RY 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…
5y analysis · Full analysis span regression · 6 months rolling