+11,131.6%
QCOM vs VSAT
+1,246.3%
+9,885.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.7% | -2.2% | +4.0% |
| 7D | +0.4% | -17.0% | +17.3% | +4.0% |
| 30D | -6.6% | -9.8% | +3.2% | -5.2% |
| 3M | +3.7% | -22.0% | +25.7% | +7.8% |
| 6M | -13.3% | -5.0% | -8.3% | -15.1% |
| YTD | -1.8% | +85.6% | -87.4% | -17.7% |
| 1Y | -2.5% | +80.2% | -82.7% | -18.3% |
| 3Y | +47.0% | +250.0% | -203.1% | -8.5% |
| 5Y | +13.1% | -4.6% | +17.7% | -13.2% |
| 10Y | +224.7% | -7.2% | +231.9% | +132.2% |
| All | +11,131.6% | +1,246.3% | +9,885.3% | +3,490.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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