+36.2%
QCOM vs VIAV
+132.3%
-96.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.2% | -8.0% | -0.6% |
| 7D | +5.1% | +11.3% | -6.3% | +1.1% |
| 30D | +4.3% | -1.0% | +5.3% | +3.4% |
| 3M | -19.6% | -20.5% | +0.9% | -14.9% |
| 6M | +29.5% | +39.0% | -9.5% | +12.6% |
| YTD | +3.4% | +117.5% | -114.1% | -26.8% |
| 1Y | +10.9% | +233.8% | -222.9% | -36.1% |
| 3Y | +74.8% | +295.4% | -220.6% | -11.5% |
| 5Y | +36.2% | +134.3% | -98.1% | -8.4% |
| All | +36.2% | +132.3% | -96.1% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling