+54.3%
QCOM vs STM
+16.2%
+38.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.8% |
| 7D | +3.3% | +5.8% | -2.5% | +0.6% |
| 30D | +7.7% | -1.0% | +8.7% | +7.9% |
| 3M | -30.1% | -33.3% | +3.2% | -16.1% |
| 6M | +22.8% | +57.4% | -34.5% | -3.2% |
| YTD | +0.2% | +102.2% | -102.0% | -31.2% |
| 1Y | +7.9% | +99.6% | -91.7% | -26.2% |
| All | +54.3% | +16.2% | +38.1% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling