+11.2%
QCOM vs STZ
-29.7%
+40.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.0% |
| 7D | +0.4% | +4.9% | -4.5% | -0.8% |
| 30D | -6.6% | +20.9% | -27.5% | -11.5% |
| 3M | +3.7% | +8.0% | -4.3% | +1.2% |
| 6M | -13.3% | -5.3% | -8.0% | -12.4% |
| YTD | -1.8% | +5.9% | -7.7% | -5.9% |
| 1Y | -2.5% | +14.2% | -16.7% | -9.4% |
| 3Y | +47.0% | -37.0% | +83.9% | +66.3% |
| All | +11.2% | -29.7% | +40.9% | +15.1% |
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