+30.9%
QCOM vs S
-71.4%
+102.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +3.3% | -7.7% | +11.0% | +5.3% |
| 30D | +7.7% | -5.3% | +13.0% | +8.6% |
| 3M | -30.1% | +20.3% | -50.3% | -33.8% |
| 6M | +22.8% | +47.4% | -24.5% | +9.2% |
| YTD | +0.2% | +32.5% | -32.3% | -8.8% |
| 1Y | +7.9% | +9.5% | -1.7% | +2.5% |
| 3Y | +55.8% | +15.5% | +40.3% | +40.4% |
| All | +30.9% | -71.4% | +102.3% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling