-11.0%
QCOM vs USB
+33.6%
-44.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.1% | -7.4% | -8.6% |
| 7D | -15.5% | -1.5% | -14.0% | -14.8% |
| 30D | -13.4% | +4.3% | -17.7% | -14.4% |
| 3M | 0.0% | -6.1% | +6.1% | +2.0% |
| 6M | -15.2% | +9.4% | -24.6% | -17.9% |
| YTD | -6.9% | +15.2% | -22.1% | -15.2% |
| 1Y | -11.0% | +32.8% | -43.7% | -28.0% |
| All | -11.0% | +33.6% | -44.6% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling