+275.0%
QCOM vs USFD
+340.6%
-65.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.8% | -6.7% | -8.7% |
| 7D | -15.5% | +3.9% | -19.4% | -16.4% |
| 30D | -13.4% | +10.7% | -24.1% | -15.9% |
| 3M | 0.0% | +6.3% | -6.3% | -2.0% |
| 6M | -15.2% | +16.2% | -31.4% | -19.8% |
| YTD | -6.9% | +41.9% | -48.8% | -17.6% |
| 1Y | -11.0% | +44.2% | -55.2% | -21.7% |
| 3Y | +39.8% | +159.8% | -120.0% | +3.1% |
| 5Y | +7.2% | +177.1% | -169.9% | -23.4% |
| 10Y | +207.7% | +376.2% | -168.5% | +84.4% |
| All | +275.0% | +340.6% | -65.6% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling