+216.5%
QCOM vs USFD
+369.7%
-153.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +0.4% | +3.0% | -2.6% | -0.4% |
| 30D | -6.6% | +11.1% | -17.7% | -9.4% |
| 3M | +3.7% | -0.3% | +4.0% | +3.4% |
| 6M | -13.3% | +15.9% | -29.2% | -17.9% |
| YTD | -1.8% | +41.6% | -43.4% | -13.1% |
| 1Y | -2.5% | +49.4% | -51.9% | -15.3% |
| 3Y | +47.0% | +157.8% | -110.9% | +8.3% |
| 5Y | +13.1% | +176.6% | -163.5% | -19.4% |
| All | +216.5% | +369.7% | -153.2% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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