+263.7%
QCOM vs VMC
+149.2%
+114.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.8% |
| 7D | +5.1% | -0.5% | +5.6% | +5.3% |
| 30D | +4.3% | -9.1% | +13.4% | +8.3% |
| 3M | -19.6% | -4.1% | -15.5% | -18.5% |
| 6M | +29.5% | -5.5% | +35.0% | +32.0% |
| YTD | +3.4% | -8.9% | +12.3% | +6.2% |
| 1Y | +10.9% | -12.9% | +23.8% | +15.8% |
| 3Y | +74.8% | +22.1% | +52.6% | +57.2% |
| 5Y | +36.2% | +52.7% | -16.5% | +11.4% |
| 10Y | +263.7% | +152.7% | +111.0% | +142.9% |
| All | +263.7% | +149.2% | +114.5% | +142.9% |
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