+1,198.5%
QCOM vs VALE
+1,702.7%
-504.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +5.2% |
| 7D | +0.4% | +1.8% | -1.4% | -0.1% |
| 30D | -6.6% | -14.8% | +8.2% | -2.4% |
| 3M | +3.7% | -19.0% | +22.7% | +9.7% |
| 6M | -13.3% | -27.7% | +14.4% | -5.2% |
| YTD | -1.8% | -8.5% | +6.7% | -0.1% |
| 1Y | -2.5% | +2.6% | -5.1% | -4.1% |
| 3Y | +47.0% | +4.0% | +42.9% | +43.1% |
| 5Y | +13.1% | +51.2% | -38.1% | -4.2% |
| 10Y | +224.7% | +263.0% | -38.3% | +98.5% |
| All | +1,198.5% | +1,702.7% | -504.1% | +239.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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