+385.7%
QCOM vs URA
-53.7%
+439.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.3% | -4.2% | -7.6% |
| 7D | -15.5% | -13.3% | -2.2% | -10.9% |
| 30D | -13.4% | -25.9% | +12.5% | -3.6% |
| 3M | 0.0% | -27.8% | +27.8% | +12.1% |
| 6M | -15.2% | -42.8% | +27.6% | +3.2% |
| YTD | -6.9% | -27.5% | +20.6% | +2.8% |
| 1Y | -11.0% | -35.1% | +24.2% | +1.7% |
| 3Y | +39.8% | +31.1% | +8.7% | +19.4% |
| 5Y | +7.2% | +29.8% | -22.6% | -11.1% |
| 10Y | +207.7% | +265.1% | -57.4% | +67.5% |
| All | +385.7% | -53.7% | +439.4% | +332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling