+245.8%
QCOM vs VMC
+129.3%
+116.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +2.0% | -4.3% | +6.3% | +4.0% |
| 30D | +1.2% | +16.2% | -15.0% | -5.1% |
| 3M | +9.1% | -0.8% | +10.0% | +9.3% |
| 6M | -25.0% | +1.2% | -26.1% | -25.7% |
| YTD | +4.8% | +0.5% | +4.4% | +3.3% |
| 1Y | +3.6% | -2.9% | +6.5% | +3.6% |
| 3Y | +51.5% | +37.3% | +14.1% | +29.4% |
| 5Y | +19.7% | +48.8% | -29.1% | -2.4% |
| 10Y | +245.8% | +131.4% | +114.4% | +126.8% |
| All | +245.8% | +129.3% | +116.5% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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