+13.5%
QCOM vs VIVK
-100.0%
+113.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.3% | +7.7% | +1.4% |
| 7D | +4.4% | -7.9% | +12.2% | +4.4% |
| 30D | +9.4% | -42.0% | +51.3% | +9.7% |
| 3M | -13.7% | -92.5% | +78.8% | -11.9% |
| 6M | +28.9% | -98.0% | +126.9% | +33.0% |
| YTD | +4.7% | -97.9% | +102.6% | +7.4% |
| 1Y | +13.5% | -100.0% | +113.5% | +25.5% |
| All | +13.5% | -100.0% | +113.5% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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