+2.3%
QCOM vs TROW
+17.3%
-15.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.0% | -0.6% | +1.3% |
| 7D | -5.3% | +8.2% | -13.6% | -10.0% |
| 30D | -4.2% | +8.3% | -12.5% | -9.0% |
| 3M | +7.0% | -1.6% | +8.6% | +8.0% |
| 6M | +3.8% | +11.9% | -8.1% | -6.2% |
| YTD | +2.8% | +14.3% | -11.5% | -8.9% |
| 1Y | +2.3% | +17.0% | -14.7% | -12.1% |
| All | +2.3% | +17.3% | -15.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling