+30.9%
QCOM vs USFD
+215.8%
-185.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.3% | -3.0% | +6.3% | +4.6% |
| 30D | +7.7% | +3.5% | +4.2% | +5.9% |
| 3M | -30.1% | +26.6% | -56.6% | -37.8% |
| 6M | +22.8% | +11.7% | +11.1% | +15.4% |
| YTD | +0.2% | +38.1% | -37.9% | -16.8% |
| 1Y | +7.9% | +33.4% | -25.5% | -9.2% |
| 3Y | +55.8% | +155.8% | -100.0% | -8.9% |
| All | +30.9% | +215.8% | -185.0% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling