+8,447.9%
QCOM vs TTWO
+5,717.4%
+2,730.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.8% | +3.3% |
| 7D | +5.1% | -1.6% | +6.6% | +5.4% |
| 30D | +4.3% | -13.5% | +17.7% | +7.1% |
| 3M | -19.6% | +0.3% | -20.0% | -19.9% |
| 6M | +29.5% | +0.8% | +28.6% | +28.2% |
| YTD | +3.4% | -16.7% | +20.1% | +6.0% |
| 1Y | +10.9% | -14.3% | +25.2% | +13.0% |
| 3Y | +74.8% | +49.4% | +25.4% | +58.9% |
| 5Y | +36.2% | +33.8% | +2.4% | +24.9% |
| 10Y | +263.7% | +392.8% | -129.1% | +162.1% |
| All | +8,447.9% | +5,717.4% | +2,730.5% | +3,688.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 all: compounded portfolio wealth divided by compounded TTWO 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…
all analysis · Full analysis span regression · 6 months rolling