+34.4%
QCOM vs S
-48.9%
+83.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.0% | -4.4% | +1.8% |
| 7D | +5.8% | +1.6% | +4.2% | +5.5% |
| 30D | -2.3% | -10.5% | +8.2% | +0.1% |
| 3M | +2.7% | +9.9% | -7.2% | -0.4% |
| 6M | -21.0% | +41.8% | -62.8% | -28.5% |
| YTD | +1.8% | +56.8% | -55.0% | -10.8% |
| 1Y | +2.4% | +39.0% | -36.6% | -8.0% |
| 3Y | +52.1% | +53.8% | -1.7% | +29.1% |
| 5Y | +14.6% | -68.6% | +83.2% | +18.4% |
| All | +34.4% | -48.9% | +83.2% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling