+14,382.5%
QCOM vs VIAV
+2,964.2%
+11,418.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -1.0% |
| 7D | +3.3% | -4.6% | +7.9% | +4.8% |
| 30D | +7.7% | -10.4% | +18.1% | +10.4% |
| 3M | -30.1% | -34.5% | +4.4% | -21.7% |
| 6M | +22.8% | +7.0% | +15.9% | +16.1% |
| YTD | +0.2% | +95.6% | -95.4% | -23.4% |
| 1Y | +7.9% | +197.2% | -189.3% | -28.6% |
| 3Y | +55.8% | +232.0% | -176.2% | -3.1% |
| 5Y | +30.1% | +102.2% | -72.1% | -6.2% |
| 10Y | +248.9% | +344.6% | -95.8% | +92.4% |
| All | +14,382.5% | +2,964.2% | +11,418.4% | +6,209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling