+11.2%
QCOM vs UAL
+109.3%
-98.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +4.8% |
| 7D | +0.4% | +8.2% | -7.8% | -2.1% |
| 30D | -6.6% | +2.3% | -8.9% | -7.3% |
| 3M | +3.7% | -12.7% | +16.4% | +8.2% |
| 6M | -13.3% | +12.7% | -26.0% | -17.5% |
| YTD | -1.8% | +0.8% | -2.6% | -4.1% |
| 1Y | -2.5% | +17.8% | -20.3% | -9.8% |
| 3Y | +47.0% | +206.7% | -159.7% | -8.4% |
| All | +11.2% | +109.3% | -98.1% | -28.0% |
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