+216.5%
QCOM vs T
+55.6%
+160.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.7% |
| 7D | +0.4% | +1.0% | -0.7% | +0.1% |
| 30D | -6.6% | -10.6% | +4.0% | -4.4% |
| 3M | +3.7% | -7.7% | +11.4% | +5.2% |
| 6M | -13.3% | -13.3% | 0.0% | -10.9% |
| YTD | -1.8% | -8.8% | +7.0% | -1.4% |
| 1Y | -2.5% | -8.4% | +5.9% | -2.4% |
| 3Y | +47.0% | +59.6% | -12.7% | +16.4% |
| 5Y | +13.1% | +52.1% | -39.0% | -11.2% |
| All | +216.5% | +55.6% | +160.9% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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