+14,793.7%
QCOM vs VIAV
+2,625.8%
+12,167.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +2.1% |
| 7D | +5.5% | +3.2% | +2.3% | +4.4% |
| 30D | -1.1% | -31.8% | +30.7% | +10.3% |
| 3M | +7.6% | -16.6% | +24.2% | +10.9% |
| 6M | -20.1% | -39.4% | +19.4% | -10.0% |
| YTD | +3.0% | +74.0% | -71.0% | -19.7% |
| 1Y | +3.2% | +70.8% | -67.5% | -19.3% |
| 3Y | +48.9% | +295.5% | -246.7% | -13.7% |
| 5Y | +21.1% | +103.3% | -82.3% | -14.2% |
| 10Y | +242.8% | +300.1% | -57.4% | +92.2% |
| All | +14,793.7% | +2,625.8% | +12,167.9% | +6,511.7% |
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