+199.9%
QCOM vs VST
+996.4%
-796.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -6.2% | -3.3% | -7.9% |
| 7D | -15.5% | -19.9% | +4.5% | -10.9% |
| 30D | -13.4% | -29.7% | +16.3% | -5.9% |
| 3M | 0.0% | -19.6% | +19.6% | +4.7% |
| 6M | -15.2% | -29.4% | +14.2% | -8.2% |
| YTD | -6.9% | -29.7% | +22.8% | -0.4% |
| 1Y | -11.0% | -40.0% | +29.1% | -1.2% |
| 3Y | +39.8% | +231.0% | -191.2% | -9.9% |
| 5Y | +7.2% | +500.1% | -492.9% | -41.7% |
| All | +199.9% | +996.4% | -796.5% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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