+49,194.2%
QCOM vs VSH
+1,147.4%
+48,046.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +3.3% |
| 7D | +0.4% | -12.9% | +13.3% | +5.5% |
| 30D | -6.6% | -36.9% | +30.2% | +10.5% |
| 3M | +3.7% | -28.8% | +32.4% | +16.0% |
| 6M | -13.3% | -30.3% | +17.0% | -4.3% |
| YTD | -1.8% | +62.4% | -64.2% | -22.8% |
| 1Y | -2.5% | +62.5% | -65.0% | -23.5% |
| 3Y | +47.0% | +7.4% | +39.6% | +29.8% |
| 5Y | +13.1% | +25.4% | -12.3% | -4.9% |
| 10Y | +224.7% | +102.6% | +122.0% | +119.8% |
| All | +49,194.2% | +1,147.4% | +48,046.8% | +15,422.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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