+23.7%
QCOM vs USB
+23.7%
0.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +4.4% |
| 7D | -5.3% | +2.4% | -7.7% | -6.3% |
| 30D | -4.2% | +6.6% | -10.8% | -7.1% |
| 3M | +7.0% | -4.1% | +11.1% | +9.1% |
| 6M | +3.8% | +12.5% | -8.7% | -2.6% |
| YTD | +2.8% | +17.6% | -14.8% | -6.0% |
| 1Y | +2.3% | +36.5% | -34.2% | -13.3% |
| 3Y | +54.4% | +95.4% | -41.0% | +8.6% |
| 5Y | +23.7% | +26.1% | -2.5% | +12.6% |
| All | +23.7% | +23.7% | 0.0% | +12.6% |
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 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