+11.2%
QCOM vs S
-67.4%
+78.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.1% |
| 7D | +0.4% | -13.4% | +13.8% | +4.0% |
| 30D | -6.6% | -14.0% | +7.4% | -3.2% |
| 3M | +3.7% | +4.9% | -1.2% | +1.5% |
| 6M | -13.3% | +42.0% | -55.3% | -22.0% |
| YTD | -1.8% | +45.1% | -46.9% | -13.1% |
| 1Y | -2.5% | +33.1% | -35.6% | -12.2% |
| 3Y | +47.0% | +40.6% | +6.3% | +25.6% |
| All | +11.2% | -67.4% | +78.6% | +28.2% |
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