+14.1%
QCOM vs UL
+33.5%
-19.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.8% |
| 7D | +4.3% | +1.1% | +3.2% | +4.1% |
| 30D | -0.1% | +4.5% | -4.6% | -1.1% |
| 3M | +5.2% | +6.5% | -1.2% | +3.7% |
| 6M | -18.4% | +18.2% | -36.5% | -21.8% |
| YTD | +2.4% | +4.7% | -2.3% | +1.0% |
| 1Y | +0.9% | +0.8% | +0.1% | +0.5% |
| 3Y | +48.4% | +35.9% | +12.5% | +29.9% |
| All | +14.1% | +33.5% | -19.4% | -0.6% |
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