+2.3%
QCOM vs UL
+1.7%
+0.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.3% | +2.1% | +6.0% |
| 7D | -5.3% | +4.7% | -10.0% | -4.4% |
| 30D | -4.2% | +11.6% | -15.8% | -2.1% |
| 3M | +7.0% | +5.3% | +1.7% | +8.2% |
| 6M | +3.8% | +16.0% | -12.2% | +8.0% |
| YTD | +2.8% | +5.0% | -2.1% | +6.7% |
| 1Y | +2.3% | +1.1% | +1.2% | +6.3% |
| All | +2.3% | +1.7% | +0.6% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling