+11.2%
QCOM vs U
-66.8%
+78.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.5% | 0.0% | +4.5% |
| 7D | +0.4% | +36.6% | -36.2% | -5.8% |
| 30D | -6.6% | +13.3% | -19.9% | -9.2% |
| 3M | +3.7% | +26.2% | -22.5% | -1.4% |
| 6M | -13.3% | +88.7% | -102.1% | -24.2% |
| YTD | -1.8% | +16.6% | -18.4% | -8.4% |
| 1Y | -2.5% | +29.0% | -31.5% | -11.2% |
| 3Y | +47.0% | +99.5% | -52.5% | +13.4% |
| All | +11.2% | -66.8% | +78.0% | +14.1% |
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 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