+21.1%
QCOM vs URA
+32.3%
-11.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +2.6% |
| 7D | +5.5% | +0.3% | +5.2% | +5.5% |
| 30D | -1.1% | -14.8% | +13.7% | +5.6% |
| 3M | +7.6% | -25.3% | +32.9% | +20.6% |
| 6M | -20.1% | -39.9% | +19.9% | -2.3% |
| YTD | +3.0% | -22.4% | +25.5% | +11.8% |
| 1Y | +3.2% | -29.0% | +32.2% | +15.4% |
| 3Y | +48.9% | +41.0% | +7.9% | +15.3% |
| 5Y | +21.1% | +38.3% | -17.3% | -12.0% |
| All | +21.1% | +32.3% | -11.2% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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