+7.2%
QCOM vs UAL
+110.9%
-103.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.6% | -4.9% | -8.0% |
| 7D | -15.5% | +5.0% | -20.5% | -16.8% |
| 30D | -13.4% | -1.2% | -12.2% | -13.1% |
| 3M | 0.0% | -16.8% | +16.8% | +6.0% |
| 6M | -15.2% | +18.0% | -33.2% | -20.5% |
| YTD | -6.9% | -1.2% | -5.7% | -8.6% |
| 1Y | -11.0% | +14.3% | -25.3% | -16.8% |
| 3Y | +39.8% | +194.6% | -154.8% | -11.7% |
| 5Y | +7.2% | +109.6% | -102.4% | -30.1% |
| All | +7.2% | +110.9% | -103.7% | -30.1% |
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