+15.0%
QCOM vs TROW
+4.9%
+10.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.7% |
| 7D | +7.8% | -3.2% | +11.0% | +10.2% |
| 30D | +12.2% | -4.6% | +16.8% | +15.7% |
| 3M | -9.9% | -0.7% | -9.2% | -11.3% |
| 6M | +36.9% | +22.2% | +14.7% | +15.2% |
| YTD | +8.0% | +6.6% | +1.4% | -0.1% |
| 1Y | +15.0% | +5.8% | +9.2% | +7.8% |
| All | +15.0% | +4.9% | +10.1% | +7.8% |
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