+15.0%
QCOM vs SNY
-4.5%
+19.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +7.8% | -3.3% | +11.2% | +8.0% |
| 30D | +12.2% | -2.2% | +14.3% | +12.2% |
| 3M | -9.9% | -3.0% | -6.8% | -9.5% |
| 6M | +36.9% | +2.7% | +34.2% | +35.3% |
| YTD | +8.0% | -6.8% | +14.9% | +9.8% |
| 1Y | +15.0% | -5.3% | +20.3% | +16.0% |
| All | +15.0% | -4.5% | +19.5% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling