+2,059.9%
QCOM vs SNY
+245.1%
+1,814.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +4.2% |
| 7D | +5.1% | -2.7% | +7.8% | +6.2% |
| 30D | +4.3% | -0.7% | +5.0% | +4.4% |
| 3M | -19.6% | -1.6% | -18.0% | -19.5% |
| 6M | +29.5% | +2.3% | +27.2% | +26.9% |
| YTD | +3.4% | -6.0% | +9.4% | +4.9% |
| 1Y | +10.9% | -2.7% | +13.6% | +10.5% |
| 3Y | +74.8% | -7.5% | +82.2% | +71.6% |
| 5Y | +36.2% | +6.7% | +29.5% | +22.0% |
| 10Y | +263.7% | +62.3% | +201.5% | +161.3% |
| All | +2,059.9% | +245.1% | +1,814.9% | +822.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling