0.0%
QCOM vs U
+35.0%
-34.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +14.9% | -24.4% | -11.5% |
| 7D | -15.5% | +24.3% | -39.7% | -19.3% |
| 30D | -13.4% | +8.6% | -22.0% | -14.6% |
| 3M | 0.0% | +37.6% | -37.5% | -5.6% |
| All | 0.0% | +35.0% | -34.9% | -5.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling