+19.7%
QCOM vs STZ
-28.3%
+48.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.0% |
| 7D | +2.0% | -0.9% | +2.9% | +2.2% |
| 30D | +1.2% | +14.9% | -13.7% | -2.6% |
| 3M | +9.1% | +8.4% | +0.7% | +6.5% |
| 6M | -25.0% | +2.8% | -27.8% | -25.9% |
| YTD | +4.8% | +7.5% | -2.7% | +0.1% |
| 1Y | +3.6% | +12.5% | -8.9% | -3.0% |
| 3Y | +51.5% | -35.4% | +86.9% | +69.8% |
| 5Y | +19.7% | -29.3% | +49.0% | +25.6% |
| All | +19.7% | -28.3% | +48.0% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling