+14.1%
QCOM vs UAL
+117.7%
-103.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.1% |
| 7D | +4.3% | -3.0% | +7.3% | +5.2% |
| 30D | -0.1% | +10.5% | -10.5% | -3.4% |
| 3M | +5.2% | -13.5% | +18.7% | +10.0% |
| 6M | -18.4% | +14.2% | -32.6% | -22.6% |
| YTD | +2.4% | -2.2% | +4.7% | +0.9% |
| 1Y | +0.9% | +12.5% | -11.6% | -5.3% |
| 3Y | +48.4% | +186.8% | -138.4% | -5.3% |
| All | +14.1% | +117.7% | -103.6% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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