+36.0%
QCOM vs S
-49.1%
+85.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +5.5% | +1.4% | +4.1% | +5.3% |
| 30D | -1.1% | -10.8% | +9.7% | +1.4% |
| 3M | +7.6% | +5.4% | +2.2% | +5.4% |
| 6M | -20.1% | +41.2% | -61.3% | -27.6% |
| YTD | +3.0% | +56.2% | -53.2% | -9.7% |
| 1Y | +3.2% | +36.3% | -33.1% | -6.8% |
| 3Y | +48.9% | +49.4% | -0.6% | +27.1% |
| 5Y | +21.1% | -66.9% | +87.9% | +24.5% |
| All | +36.0% | -49.1% | +85.0% | +37.5% |
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