+39.3%
QCOM vs U
+72.0%
-32.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +14.9% | -24.4% | -11.7% |
| 7D | -15.5% | +24.3% | -39.7% | -18.5% |
| 30D | -13.4% | +8.6% | -22.0% | -14.8% |
| 3M | 0.0% | +37.6% | -37.5% | -5.2% |
| 6M | -15.2% | +78.5% | -93.7% | -23.1% |
| YTD | -6.9% | +10.5% | -17.4% | -10.9% |
| 1Y | -11.0% | +15.2% | -26.2% | -15.6% |
| All | +39.3% | +72.0% | -32.7% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling