+251.9%
QCOM vs UL
+107.1%
+144.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +13.0% | -2.5% | +15.5% | +13.9% |
| 30D | +0.2% | +5.7% | -5.5% | -2.2% |
| 3M | +9.2% | +7.0% | +2.2% | +6.1% |
| 6M | -15.0% | +16.1% | -31.1% | -20.8% |
| YTD | +5.2% | +3.6% | +1.6% | +2.1% |
| 1Y | +2.4% | -1.4% | +3.7% | +1.2% |
| 3Y | +52.0% | +34.1% | +17.9% | +27.9% |
| 5Y | +19.7% | +32.0% | -12.3% | -0.4% |
| All | +251.9% | +107.1% | +144.8% | +154.9% |
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