-11.0%
QCOM vs VG
+45.2%
-56.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.0% | -5.5% | -10.0% |
| 7D | -15.5% | -22.0% | +6.5% | -17.8% |
| 30D | -13.4% | -14.7% | +1.3% | -14.8% |
| 3M | 0.0% | -7.1% | +7.1% | 0.0% |
| 6M | -15.2% | -11.2% | -4.0% | -14.3% |
| YTD | -6.9% | +69.8% | -76.8% | -7.6% |
| 1Y | -11.0% | +49.9% | -60.8% | -10.6% |
| All | -11.0% | +45.2% | -56.1% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling