+245.8%
QCOM vs SLB
-14.8%
+260.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.4% | +1.1% |
| 7D | +2.0% | -1.2% | +3.1% | +2.4% |
| 30D | +1.2% | +4.5% | -3.3% | -0.1% |
| 3M | +9.1% | -4.6% | +13.7% | +10.5% |
| 6M | -25.0% | -6.3% | -18.7% | -23.9% |
| YTD | +4.8% | +35.0% | -30.1% | -5.0% |
| 1Y | +3.6% | +38.8% | -35.2% | -7.0% |
| 3Y | +51.5% | +3.3% | +48.2% | +45.7% |
| 5Y | +19.7% | +73.6% | -53.9% | -4.3% |
| 10Y | +245.8% | -14.2% | +260.0% | +237.3% |
| All | +245.8% | -14.8% | +260.6% | +237.3% |
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