+51,000.2%
QCOM vs UL
+1,957.8%
+49,042.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.7% | +3.3% |
| 7D | +5.8% | +0.3% | +5.5% | +5.6% |
| 30D | -2.3% | +7.0% | -9.3% | -5.2% |
| 3M | +2.7% | +5.8% | -3.1% | 0.0% |
| 6M | -21.0% | +16.1% | -37.1% | -26.7% |
| YTD | +1.8% | +4.5% | -2.7% | -1.9% |
| 1Y | +2.4% | -1.3% | +3.7% | +0.7% |
| 3Y | +52.1% | +35.0% | +17.2% | +29.9% |
| 5Y | +14.6% | +31.9% | -17.3% | -2.4% |
| 10Y | +230.9% | +99.3% | +131.6% | +136.4% |
| All | +51,000.2% | +1,957.8% | +49,042.4% | +14,706.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling