+282.9%
QCOM vs VRSK
+126.1%
+156.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +7.8% | -5.2% | +13.0% | +10.1% |
| 30D | +12.2% | -2.3% | +14.5% | +12.9% |
| 3M | -9.9% | -2.9% | -6.9% | -10.2% |
| 6M | +36.9% | -12.8% | +49.7% | +41.8% |
| YTD | +8.0% | -20.8% | +28.9% | +16.8% |
| 1Y | +15.0% | -33.2% | +48.2% | +34.8% |
| 3Y | +75.8% | -26.6% | +102.4% | +87.2% |
| 5Y | +42.2% | -11.3% | +53.5% | +31.8% |
| All | +282.9% | +126.1% | +156.8% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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