+13.5%
QCOM vs VIAV
+237.5%
-224.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +4.4% | +13.6% | -9.2% | +1.3% |
| 30D | +9.4% | +5.3% | +4.0% | +7.2% |
| 3M | -13.7% | -15.6% | +2.0% | -11.2% |
| 6M | +28.9% | +34.0% | -5.1% | +29.7% |
| YTD | +4.7% | +119.9% | -115.1% | +0.5% |
| 1Y | +13.5% | +235.2% | -221.7% | -2.2% |
| All | +13.5% | +237.5% | -224.0% | -2.2% |
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