+32.2%
QCOM vs S
-56.8%
+89.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +3.3% | -7.7% | +11.0% | +5.2% |
| 30D | +7.7% | -5.3% | +13.0% | +8.6% |
| 3M | -30.1% | +20.3% | -50.3% | -33.6% |
| 6M | +22.8% | +47.4% | -24.5% | +9.8% |
| YTD | +0.2% | +32.5% | -32.3% | -8.4% |
| 1Y | +7.9% | +9.5% | -1.7% | +2.7% |
| 3Y | +55.8% | +15.5% | +40.3% | +41.4% |
| 5Y | +30.1% | -71.2% | +101.3% | +38.9% |
| All | +32.2% | -56.8% | +89.0% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling