+38.9%
QCOM vs TROW
-38.1%
+77.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +2.4% |
| 7D | +4.4% | -1.5% | +5.9% | +5.4% |
| 30D | +9.4% | -5.3% | +14.7% | +13.5% |
| 3M | -13.7% | +2.9% | -16.6% | -16.2% |
| 6M | +28.9% | +22.2% | +6.7% | +11.4% |
| YTD | +4.7% | +8.1% | -3.3% | -1.6% |
| 1Y | +13.5% | +5.8% | +7.7% | +8.1% |
| 3Y | +77.1% | +14.0% | +63.1% | +57.5% |
| 5Y | +38.9% | -38.3% | +77.2% | +72.0% |
| All | +38.9% | -38.1% | +77.0% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling