+49,194.2%
QCOM vs VMC
+4,186.4%
+45,007.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.9% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | -6.6% | +15.8% | -22.4% | -11.3% |
| 3M | +3.7% | +0.6% | +3.1% | +3.3% |
| 6M | -13.3% | -4.0% | -9.3% | -12.5% |
| YTD | -1.8% | -0.3% | -1.5% | -2.5% |
| 1Y | -2.5% | -0.5% | -2.0% | -3.2% |
| 3Y | +47.0% | +39.6% | +7.4% | +28.8% |
| 5Y | +13.1% | +50.1% | -36.9% | -3.6% |
| 10Y | +224.7% | +163.9% | +60.7% | +116.7% |
| All | +49,194.2% | +4,186.4% | +45,007.9% | +12,390.6% |
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