+250.3%
QCOM vs USB
+107.5%
+142.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +3.3% | +1.4% | +1.9% | +2.6% |
| 30D | +7.7% | -1.3% | +9.0% | +8.2% |
| 3M | -30.1% | +15.2% | -45.3% | -34.6% |
| 6M | +22.8% | +18.8% | +4.0% | +13.0% |
| YTD | +0.2% | +21.0% | -20.8% | -8.8% |
| 1Y | +7.9% | +34.0% | -26.2% | -6.3% |
| 3Y | +55.8% | +95.3% | -39.5% | +13.0% |
| 5Y | +30.1% | +40.4% | -10.3% | +6.5% |
| All | +250.3% | +107.5% | +142.8% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling