+14.1%
QCOM vs VMC
+42.8%
-28.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -2.3% |
| 7D | +4.3% | -1.3% | +5.5% | +5.0% |
| 30D | -0.1% | +15.5% | -15.5% | -7.7% |
| 3M | +5.2% | +0.6% | +4.6% | +4.6% |
| 6M | -18.4% | +2.1% | -20.4% | -19.9% |
| YTD | +2.4% | -1.6% | +4.0% | +1.1% |
| 1Y | +0.9% | -1.2% | +2.1% | -0.7% |
| 3Y | +48.4% | +35.3% | +13.1% | +16.7% |
| All | +14.1% | +42.8% | -28.7% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling