+3.6%
QCOM vs USFD
+51.3%
-47.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.7% |
| 7D | +2.0% | -0.2% | +2.1% | +1.9% |
| 30D | +1.2% | +12.3% | -11.1% | +2.8% |
| 3M | +9.1% | -0.7% | +9.8% | +8.8% |
| 6M | -25.0% | +31.3% | -56.2% | -22.5% |
| YTD | +4.8% | +45.7% | -40.9% | +8.8% |
| 1Y | +3.6% | +52.1% | -48.5% | +6.8% |
| All | +3.6% | +51.3% | -47.7% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling