+216.5%
QCOM vs SLB
-16.2%
+232.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +5.0% | +5.4% |
| 7D | +0.4% | -7.1% | +7.5% | +2.7% |
| 30D | -6.6% | +4.1% | -10.7% | -7.7% |
| 3M | +3.7% | -2.6% | +6.3% | +4.3% |
| 6M | -13.3% | -8.6% | -4.8% | -11.5% |
| YTD | -1.8% | +32.2% | -34.0% | -10.4% |
| 1Y | -2.5% | +40.7% | -43.2% | -12.8% |
| 3Y | +47.0% | -4.5% | +51.5% | +44.3% |
| 5Y | +13.1% | +66.4% | -53.3% | -8.4% |
| All | +216.5% | -16.2% | +232.7% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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