+60.9%
QCOM vs U
-34.9%
+95.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +14.9% | -24.4% | -12.3% |
| 7D | -15.5% | +24.3% | -39.7% | -19.2% |
| 30D | -13.4% | +8.6% | -22.0% | -15.2% |
| 3M | 0.0% | +37.6% | -37.5% | -6.6% |
| 6M | -15.2% | +78.5% | -93.7% | -25.1% |
| YTD | -6.9% | +10.5% | -17.4% | -12.4% |
| 1Y | -11.0% | +15.2% | -26.2% | -17.2% |
| 3Y | +39.8% | +76.6% | -36.8% | +10.7% |
| 5Y | +7.2% | -67.9% | +75.1% | +6.2% |
| All | +60.9% | -34.9% | +95.8% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling