+48,175.1%
QCOM vs STZ
+9,621.1%
+38,554.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +3.3% | -1.9% | +5.3% | +3.8% |
| 30D | +7.7% | -1.9% | +9.6% | +8.1% |
| 3M | -30.1% | -6.2% | -23.8% | -29.3% |
| 6M | +22.8% | -14.0% | +36.9% | +26.3% |
| YTD | +0.2% | -5.1% | +5.3% | +0.3% |
| 1Y | +7.9% | -9.6% | +17.4% | +9.0% |
| 3Y | +55.8% | -47.2% | +103.1% | +76.0% |
| 5Y | +30.1% | -33.6% | +63.6% | +39.5% |
| 10Y | +248.9% | -9.8% | +258.7% | +241.5% |
| All | +48,175.1% | +9,621.1% | +38,554.0% | +16,013.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling