+14.6%
QCOM vs STM
-9.8%
+24.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | 0.0% |
| 7D | +5.8% | -5.6% | +11.4% | +8.7% |
| 30D | -2.3% | -14.4% | +12.1% | +5.9% |
| 3M | +2.7% | -20.5% | +23.2% | +14.7% |
| 6M | -21.0% | -24.5% | +3.5% | -11.4% |
| YTD | +1.8% | +72.7% | -70.9% | -30.7% |
| 1Y | +2.4% | +91.0% | -88.6% | -34.5% |
| 3Y | +52.1% | +13.5% | +38.6% | +24.7% |
| 5Y | +14.6% | -9.2% | +23.8% | +8.1% |
| All | +14.6% | -9.8% | +24.5% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling