+30.9%
QCOM vs T
+67.4%
-36.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | +3.3% | -1.3% | +4.6% | +3.4% |
| 30D | +7.7% | +11.4% | -3.7% | +7.0% |
| 3M | -30.1% | +14.3% | -44.3% | -30.6% |
| 6M | +22.8% | -9.3% | +32.1% | +24.4% |
| YTD | +0.2% | +7.1% | -6.9% | -0.8% |
| 1Y | +7.9% | -9.1% | +16.9% | +9.1% |
| 3Y | +55.8% | +105.3% | -49.5% | +33.4% |
| All | +30.9% | +67.4% | -36.5% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling