+3.2%
QCOM vs UL
-0.7%
+4.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.1% |
| 7D | +5.5% | +2.6% | +3.0% | +6.1% |
| 30D | -1.1% | +6.8% | -7.9% | +0.3% |
| 3M | +7.6% | +5.7% | +1.8% | +8.9% |
| 6M | -20.1% | +15.9% | -35.9% | -16.8% |
| YTD | +3.0% | +4.3% | -1.2% | +6.8% |
| 1Y | +3.2% | -0.4% | +3.7% | +7.1% |
| All | +3.2% | -0.7% | +4.0% | +7.1% |
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