+488.1%
QCOM vs VIVK
-100.0%
+588.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -22.8% | +24.0% | +1.2% |
| 7D | +5.5% | -56.0% | +61.5% | +5.6% |
| 30D | -1.1% | -92.3% | +91.2% | -0.9% |
| 3M | +7.6% | -98.6% | +106.2% | +8.1% |
| 6M | -20.1% | -99.9% | +79.9% | -19.5% |
| YTD | +3.0% | -100.0% | +103.0% | +3.7% |
| 1Y | +3.2% | -100.0% | +103.2% | +4.2% |
| 3Y | +48.9% | -100.0% | +148.9% | +50.1% |
| 5Y | +21.1% | -100.0% | +121.1% | +22.2% |
| 10Y | +242.8% | -100.0% | +342.8% | +244.2% |
| All | +488.1% | -100.0% | +588.1% | +485.3% |
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