+48.9%
QCOM vs UUUU
-15.0%
+63.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.8% | +9.0% | +2.4% |
| 7D | +5.5% | -6.9% | +12.4% | +6.6% |
| 30D | -1.1% | -32.3% | +31.2% | +4.5% |
| 3M | +7.6% | -52.8% | +60.4% | +19.1% |
| 6M | -20.1% | -68.5% | +48.4% | -7.7% |
| YTD | +3.0% | -53.6% | +56.7% | +12.1% |
| 1Y | +3.2% | -59.1% | +62.4% | +13.4% |
| 3Y | +48.9% | -14.7% | +63.6% | +24.8% |
| All | +48.9% | -15.0% | +63.9% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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