+10.9%
QCOM vs VMC
-11.8%
+22.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.7% |
| 7D | +5.1% | -0.5% | +5.6% | +5.2% |
| 30D | +4.3% | -9.1% | +13.4% | +7.3% |
| 3M | -19.6% | -4.1% | -15.5% | -18.6% |
| 6M | +29.5% | -5.5% | +35.0% | +32.7% |
| YTD | +3.4% | -8.9% | +12.3% | +5.2% |
| 1Y | +10.9% | -12.9% | +23.8% | +14.3% |
| All | +10.9% | -11.8% | +22.7% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling