+35.2%
QCOM vs S
-51.7%
+86.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | +4.3% | +2.0% | +2.3% | +3.7% |
| 30D | -0.1% | -2.7% | +2.6% | +0.5% |
| 3M | +5.2% | -6.9% | +12.1% | +6.1% |
| 6M | -18.4% | +38.1% | -56.4% | -25.7% |
| YTD | +2.4% | +48.0% | -45.6% | -9.1% |
| 1Y | +0.9% | +34.5% | -33.6% | -8.7% |
| 3Y | +48.4% | +38.3% | +10.1% | +28.9% |
| 5Y | +16.6% | -70.9% | +87.5% | +22.1% |
| All | +35.2% | -51.7% | +86.9% | +38.3% |
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