+38.9%
QCOM vs VRSK
-10.8%
+49.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | +4.4% | -5.4% | +9.8% | +5.6% |
| 30D | +9.4% | -1.8% | +11.1% | +9.6% |
| 3M | -13.7% | -2.2% | -11.4% | -14.0% |
| 6M | +28.9% | -14.9% | +43.8% | +33.8% |
| YTD | +4.7% | -20.0% | +24.8% | +10.9% |
| 1Y | +13.5% | -33.1% | +46.6% | +28.7% |
| 3Y | +77.1% | -25.6% | +102.7% | +82.4% |
| 5Y | +38.9% | -10.1% | +49.0% | +23.0% |
| All | +38.9% | -10.8% | +49.7% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling