+10.1%
QCOM vs VIK
+233.3%
-223.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | +5.8% | +0.1% | +5.7% | +6.0% |
| 30D | -2.3% | +6.8% | -9.1% | -4.5% |
| 3M | +2.7% | -17.6% | +20.3% | +10.6% |
| 6M | -21.0% | +5.4% | -26.5% | -23.9% |
| YTD | +1.8% | +22.1% | -20.3% | -9.2% |
| 1Y | +2.4% | +49.3% | -46.9% | -17.4% |
| All | +10.1% | +233.3% | -223.3% | -38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling