+282.9%
QCOM vs SNY
+64.5%
+218.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +7.8% | -3.3% | +11.2% | +8.9% |
| 30D | +12.2% | -2.2% | +14.3% | +12.8% |
| 3M | -9.9% | -3.0% | -6.8% | -9.3% |
| 6M | +36.9% | +2.7% | +34.2% | +34.7% |
| YTD | +8.0% | -6.8% | +14.9% | +9.6% |
| 1Y | +15.0% | -5.3% | +20.3% | +15.8% |
| 3Y | +75.8% | -9.8% | +85.6% | +75.9% |
| 5Y | +42.2% | +9.7% | +32.5% | +27.8% |
| All | +282.9% | +64.5% | +218.4% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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