+74.8%
QCOM vs TROW
+14.8%
+60.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.4% |
| 7D | +5.1% | +0.4% | +4.7% | +4.7% |
| 30D | +4.3% | -4.0% | +8.3% | +7.3% |
| 3M | -19.6% | +5.0% | -24.6% | -23.4% |
| 6M | +29.5% | +24.3% | +5.2% | +9.4% |
| YTD | +3.4% | +9.8% | -6.4% | -4.6% |
| 1Y | +10.9% | +6.4% | +4.5% | +4.6% |
| 3Y | +74.8% | +15.8% | +59.0% | +50.0% |
| All | +74.8% | +14.8% | +60.0% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling