+51.9%
QCOM vs TROW
+39.5%
+12.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.9% |
| 7D | +2.0% | -1.7% | +3.6% | +3.5% |
| 30D | +1.2% | +6.4% | -5.2% | -3.0% |
| 3M | +9.1% | -1.5% | +10.6% | +10.5% |
| 6M | -25.0% | +8.3% | -33.3% | -29.9% |
| YTD | +4.8% | +12.4% | -7.6% | -5.0% |
| 1Y | +3.6% | +12.4% | -8.8% | -6.3% |
| All | +51.9% | +39.5% | +12.4% | +22.4% |
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