+14.1%
QCOM vs TROW
-37.1%
+51.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.1% |
| 7D | +4.3% | +0.5% | +3.8% | +3.9% |
| 30D | -0.1% | +9.3% | -9.4% | -5.8% |
| 3M | +5.2% | -0.9% | +6.1% | +6.0% |
| 6M | -18.4% | +8.3% | -26.7% | -23.4% |
| YTD | +2.4% | +10.6% | -8.2% | -5.3% |
| 1Y | +0.9% | +10.5% | -9.7% | -6.8% |
| 3Y | +48.4% | +36.5% | +11.9% | +17.2% |
| All | +14.1% | -37.1% | +51.3% | +45.8% |
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 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