+7.9%
QCOM vs VIAV
+200.0%
-192.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.7% |
| 7D | +3.3% | -4.6% | +7.9% | +4.4% |
| 30D | +7.7% | -10.4% | +18.1% | +9.5% |
| 3M | -30.1% | -34.5% | +4.4% | -24.0% |
| 6M | +22.8% | +7.0% | +15.9% | +27.8% |
| YTD | +0.2% | +95.6% | -95.4% | -1.2% |
| 1Y | +7.9% | +197.2% | -189.3% | -3.3% |
| All | +7.9% | +200.0% | -192.1% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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