+30.9%
QCOM vs U
-68.9%
+99.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +3.3% | -3.8% | +7.1% | +4.0% |
| 30D | +7.7% | +17.5% | -9.8% | +4.2% |
| 3M | -30.1% | +38.7% | -68.8% | -34.5% |
| 6M | +22.8% | +104.4% | -81.6% | +5.8% |
| YTD | +0.2% | -5.7% | +5.9% | -2.2% |
| 1Y | +7.9% | +3.7% | +4.2% | +2.2% |
| 3Y | +55.8% | +12.3% | +43.5% | +35.6% |
| All | +30.9% | -68.9% | +99.8% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling