+13.7%
QCOM vs VIK
+239.9%
-226.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | +13.0% | +3.2% | +9.9% | +11.6% |
| 30D | +0.2% | +8.2% | -8.0% | -2.7% |
| 3M | +9.2% | -14.7% | +23.9% | +15.9% |
| 6M | -15.0% | +10.3% | -25.3% | -19.7% |
| YTD | +5.2% | +24.5% | -19.3% | -7.0% |
| 1Y | +2.4% | +45.7% | -43.4% | -16.4% |
| All | +13.7% | +239.9% | -226.2% | -36.5% |
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