+51,512.8%
QCOM vs USB
+6,472.7%
+45,040.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +4.6% |
| 7D | -5.3% | +2.4% | -7.7% | -6.1% |
| 30D | -4.2% | +6.6% | -10.8% | -6.4% |
| 3M | +7.0% | -4.1% | +11.1% | +8.7% |
| 6M | +3.8% | +12.5% | -8.7% | -1.1% |
| YTD | +2.8% | +17.6% | -14.8% | -3.8% |
| 1Y | +2.3% | +36.5% | -34.2% | -9.5% |
| 3Y | +54.4% | +95.4% | -41.0% | +19.0% |
| 5Y | +23.7% | +26.1% | -2.5% | +9.6% |
| 10Y | +240.0% | +101.3% | +138.7% | +142.7% |
| All | +51,512.8% | +6,472.7% | +45,040.1% | +13,339.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling