+11,926.3%
QCOM vs RY
+11,602.4%
+323.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.0% | +2.3% | +3.6% |
| 7D | -5.3% | +2.5% | -7.8% | -6.5% |
| 30D | -4.2% | +8.4% | -12.6% | -8.3% |
| 3M | +7.0% | +1.2% | +5.8% | +6.4% |
| 6M | +3.8% | +19.4% | -15.6% | -6.1% |
| YTD | +2.8% | +25.4% | -22.6% | -9.4% |
| 1Y | +2.3% | +46.7% | -44.4% | -17.5% |
| 3Y | +54.4% | +168.6% | -114.2% | -10.8% |
| 5Y | +23.7% | +132.3% | -108.6% | -22.1% |
| 10Y | +240.0% | +385.7% | -145.7% | +45.8% |
| All | +11,926.3% | +11,602.4% | +323.9% | +1,370.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling