+2.3%
QCOM vs S
+36.5%
-34.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.7% | +5.1% |
| 7D | -5.3% | -8.2% | +2.9% | -4.2% |
| 30D | -4.2% | -7.6% | +3.4% | -3.4% |
| 3M | +7.0% | +12.0% | -4.9% | +5.3% |
| 6M | +3.8% | +50.6% | -46.8% | -2.4% |
| YTD | +2.8% | +56.6% | -53.8% | -5.2% |
| 1Y | +2.3% | +39.2% | -37.0% | -4.6% |
| All | +2.3% | +36.5% | -34.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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