+30.9%
QCOM vs USB
+40.0%
-9.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.3% |
| 3M | -30.1% | +15.2% | -45.3% | -34.9% |
| 6M | +22.8% | +18.8% | +4.0% | +12.4% |
| YTD | +0.2% | +21.0% | -20.8% | -9.3% |
| 1Y | +7.9% | +34.0% | -26.2% | -7.2% |
| 3Y | +55.8% | +95.3% | -39.5% | +10.9% |
| All | +30.9% | +40.0% | -9.2% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling