+7.2%
QCOM vs SLB
+64.5%
-57.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.7% | -5.8% | -8.3% |
| 7D | -15.5% | -7.7% | -7.7% | -13.2% |
| 30D | -13.4% | -0.7% | -12.7% | -13.2% |
| 3M | 0.0% | 0.0% | +0.1% | -0.2% |
| 6M | -15.2% | -10.4% | -4.8% | -12.7% |
| YTD | -6.9% | +31.5% | -38.4% | -15.3% |
| 1Y | -11.0% | +39.1% | -50.1% | -20.4% |
| 3Y | +39.8% | -5.7% | +45.5% | +35.0% |
| 5Y | +7.2% | +65.4% | -58.2% | -9.0% |
| All | +7.2% | +64.5% | -57.3% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling