+471.8%
QCOM vs VIVK
-100.0%
+571.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.3% | +12.4% | +0.1% |
| 7D | +3.3% | -1.4% | +4.7% | +3.3% |
| 30D | +7.7% | -43.6% | +51.3% | +7.8% |
| 3M | -30.1% | -95.1% | +65.1% | -29.9% |
| 6M | +22.8% | -98.2% | +121.0% | +23.2% |
| YTD | +0.2% | -97.9% | +98.1% | +0.4% |
| 1Y | +7.9% | -100.0% | +107.8% | +8.5% |
| 3Y | +55.8% | -100.0% | +155.8% | +56.6% |
| 5Y | +30.1% | -100.0% | +130.1% | +30.7% |
| 10Y | +248.9% | -100.0% | +348.9% | +249.0% |
| All | +471.8% | -100.0% | +571.8% | +467.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling