+252.6%
QCOM vs UL
+67.3%
+185.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.3% | -1.3% | +4.7% | +3.8% |
| 30D | +7.7% | +0.5% | +7.2% | +7.4% |
| 3M | -30.1% | +17.6% | -47.7% | -34.9% |
| 6M | +22.8% | -5.4% | +28.2% | +24.5% |
| YTD | +0.2% | +0.7% | -0.5% | -1.3% |
| 1Y | +7.9% | -9.3% | +17.1% | +10.6% |
| 3Y | +55.8% | +24.5% | +31.3% | +35.9% |
| 5Y | +30.1% | +23.2% | +6.9% | +12.0% |
| All | +252.6% | +67.3% | +185.3% | +177.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling