-2.5%
QCOM vs STM
+75.4%
-77.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.4% | +1.1% | +3.5% |
| 7D | +0.4% | -10.7% | +11.1% | +5.3% |
| 30D | -6.6% | -25.7% | +19.1% | +6.1% |
| 3M | +3.7% | -21.6% | +25.3% | +14.3% |
| 6M | -13.3% | -27.8% | +14.5% | 0.0% |
| YTD | -1.8% | +61.8% | -63.5% | -17.0% |
| 1Y | -2.5% | +78.1% | -80.6% | -22.1% |
| All | -2.5% | +75.4% | -77.9% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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