+54.3%
QCOM vs USFD
+156.9%
-102.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.3% | -3.0% | +6.3% | +4.0% |
| 30D | +7.7% | +3.5% | +4.2% | +6.7% |
| 3M | -30.1% | +26.6% | -56.6% | -35.3% |
| 6M | +22.8% | +11.7% | +11.1% | +18.4% |
| YTD | +0.2% | +38.1% | -37.9% | -13.0% |
| 1Y | +7.9% | +33.4% | -25.5% | -5.0% |
| All | +54.3% | +156.9% | -102.6% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling