+2.4%
QCOM vs STM
+95.5%
-93.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +13.0% | +16.3% | -3.3% | +5.5% |
| 30D | +0.2% | -6.3% | +6.4% | +2.7% |
| 3M | +9.2% | -14.1% | +23.3% | +15.4% |
| 6M | -15.0% | -19.6% | +4.6% | -7.0% |
| YTD | +5.2% | +80.1% | -75.0% | -15.4% |
| 1Y | +2.4% | +95.4% | -93.0% | -21.5% |
| All | +2.4% | +95.5% | -93.2% | -21.5% |
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