+281.8%
QCOM vs VIAV
+407.5%
-125.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +4.4% | +13.6% | -9.2% | -0.8% |
| 30D | +9.4% | +5.3% | +4.0% | +5.7% |
| 3M | -13.7% | -15.6% | +2.0% | -10.4% |
| 6M | +28.9% | +34.0% | -5.1% | +10.0% |
| YTD | +4.7% | +119.9% | -115.1% | -30.1% |
| 1Y | +13.5% | +235.2% | -221.7% | -38.7% |
| 3Y | +77.1% | +299.8% | -222.7% | -16.4% |
| 5Y | +38.9% | +140.1% | -101.2% | -17.3% |
| 10Y | +281.8% | +420.3% | -138.5% | +90.4% |
| All | +281.8% | +407.5% | -125.7% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling