+78.1%
QCOM vs U
-32.9%
+111.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.6% |
| 7D | +5.5% | +24.4% | -18.8% | +0.8% |
| 30D | -1.1% | +7.4% | -8.5% | -2.9% |
| 3M | +7.6% | +16.8% | -9.2% | +3.8% |
| 6M | -20.1% | +78.8% | -98.8% | -29.4% |
| YTD | +3.0% | +14.0% | -10.9% | -3.6% |
| 1Y | +3.2% | +16.7% | -13.5% | -4.1% |
| 3Y | +48.9% | +86.4% | -37.5% | +16.8% |
| 5Y | +21.1% | -71.5% | +92.5% | +22.7% |
| All | +78.1% | -32.9% | +111.0% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling