+7.9%
QCOM vs VIK
+37.7%
-29.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | -3.0% | +6.4% | +4.1% |
| 30D | +7.7% | -20.7% | +28.4% | +14.6% |
| 3M | -30.1% | -4.6% | -25.4% | -29.7% |
| 6M | +22.8% | +14.0% | +8.9% | +15.7% |
| YTD | +0.2% | +20.2% | -20.0% | -7.3% |
| 1Y | +7.9% | +36.0% | -28.2% | -6.2% |
| All | +7.9% | +37.7% | -29.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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