+30.9%
QCOM vs SLB
+132.5%
-101.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.3% | +0.8% | +2.5% | +3.1% |
| 30D | +7.7% | +15.8% | -8.1% | +2.8% |
| 3M | -30.1% | -0.3% | -29.7% | -30.2% |
| 6M | +22.8% | +21.3% | +1.5% | +15.3% |
| YTD | +0.2% | +52.3% | -52.1% | -12.4% |
| 1Y | +7.9% | +63.6% | -55.8% | -7.9% |
| 3Y | +55.8% | +3.8% | +52.1% | +45.7% |
| All | +30.9% | +132.5% | -101.7% | +6.3% |
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 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