+11.2%
QCOM vs UL
+31.0%
-19.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.1% | +5.9% |
| 7D | +0.4% | +1.1% | -0.8% | +0.1% |
| 30D | -6.6% | +8.2% | -14.8% | -8.2% |
| 3M | +3.7% | +4.5% | -0.9% | +2.5% |
| 6M | -13.3% | +12.6% | -25.9% | -16.0% |
| YTD | -1.8% | +3.5% | -5.3% | -2.9% |
| 1Y | -2.5% | -0.4% | -2.1% | -2.7% |
| 3Y | +47.0% | +36.0% | +11.0% | +28.4% |
| All | +11.2% | +31.0% | -19.8% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling