+219.2%
QCOM vs STZ
+9.8%
+209.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.1% |
| 7D | +0.4% | +4.9% | -4.5% | -1.1% |
| 30D | -6.6% | +20.9% | -27.5% | -12.3% |
| 3M | +3.7% | +8.0% | -4.3% | +0.6% |
| 6M | -13.3% | -5.3% | -8.0% | -12.8% |
| YTD | -1.8% | +5.9% | -7.7% | -5.9% |
| 1Y | -2.5% | +14.2% | -16.7% | -9.3% |
| 3Y | +47.0% | -37.0% | +83.9% | +65.0% |
| 5Y | +13.1% | -29.7% | +42.8% | +21.9% |
| All | +219.2% | +9.8% | +209.4% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling