+11.2%
QCOM vs VFC
-67.4%
+78.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +0.4% | +11.2% | -10.8% | -2.4% |
| 30D | -6.6% | +41.5% | -48.1% | -14.9% |
| 3M | +3.7% | +38.9% | -35.2% | -5.2% |
| 6M | -13.3% | +6.1% | -19.5% | -15.7% |
| YTD | -1.8% | +14.5% | -16.3% | -6.9% |
| 1Y | -2.5% | +46.0% | -48.5% | -13.6% |
| 3Y | +47.0% | +36.4% | +10.6% | +18.8% |
| All | +11.2% | -67.4% | +78.6% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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