+51,512.8%
QCOM vs SWKS
+16,852.9%
+34,659.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.9% | +8.2% | +6.1% |
| 7D | -5.3% | -4.9% | -0.4% | -4.0% |
| 30D | -4.2% | -1.2% | -3.0% | -4.0% |
| 3M | +7.0% | +24.2% | -17.1% | +0.4% |
| 6M | +3.8% | +21.5% | -17.7% | -1.5% |
| YTD | +2.8% | +33.5% | -30.7% | -5.0% |
| 1Y | +2.3% | +18.9% | -16.6% | -2.6% |
| 3Y | +54.4% | +0.4% | +54.0% | +52.2% |
| 5Y | +23.7% | -44.3% | +68.0% | +43.1% |
| 10Y | +240.0% | +37.1% | +202.8% | +218.1% |
| All | +51,512.8% | +16,852.9% | +34,659.8% | +14,733.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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