+50,186.6%
QCOM vs VMC
+3,881.8%
+46,304.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +3.3% | -4.3% | +7.7% | +4.9% |
| 30D | +7.7% | -8.2% | +15.9% | +10.9% |
| 3M | -30.1% | -7.0% | -23.0% | -28.5% |
| 6M | +22.8% | -10.8% | +33.6% | +27.4% |
| YTD | +0.2% | -7.4% | +7.6% | +2.1% |
| 1Y | +7.9% | -9.5% | +17.3% | +10.5% |
| 3Y | +55.8% | +20.5% | +35.4% | +43.6% |
| 5Y | +30.1% | +51.6% | -21.5% | +10.6% |
| 10Y | +248.9% | +150.0% | +98.8% | +137.1% |
| All | +50,186.6% | +3,881.8% | +46,304.8% | +12,982.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling