+272.2%
QCOM vs TROW
+132.8%
+139.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.4% |
| 7D | +4.9% | -3.0% | +7.9% | +6.9% |
| 30D | +9.3% | -5.5% | +14.8% | +13.2% |
| 3M | -7.0% | +2.3% | -9.3% | -9.0% |
| 6M | +32.0% | +23.9% | +8.1% | +14.7% |
| YTD | +5.0% | +7.9% | -2.9% | -0.5% |
| 1Y | +13.6% | +6.1% | +7.5% | +8.7% |
| 3Y | +77.6% | +13.8% | +63.8% | +60.9% |
| 5Y | +38.2% | -38.2% | +76.4% | +74.5% |
| All | +272.2% | +132.8% | +139.4% | +166.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling