+39.3%
QCOM vs SLB
-6.6%
+45.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.7% | -5.8% | -7.9% |
| 7D | -15.5% | -7.7% | -7.7% | -12.5% |
| 30D | -13.4% | -0.7% | -12.7% | -13.2% |
| 3M | 0.0% | 0.0% | +0.1% | -0.3% |
| 6M | -15.2% | -10.4% | -4.8% | -11.7% |
| YTD | -6.9% | +31.5% | -38.4% | -18.8% |
| 1Y | -11.0% | +39.1% | -50.1% | -24.5% |
| All | +39.3% | -6.6% | +45.9% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling