+230.7%
QCOM vs VST
+1,175.7%
-945.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.8% |
| 7D | +3.3% | +8.9% | -5.6% | +1.1% |
| 30D | +7.7% | +6.2% | +1.5% | +6.0% |
| 3M | -30.1% | -2.7% | -27.3% | -29.6% |
| 6M | +22.8% | -8.4% | +31.2% | +24.9% |
| YTD | +0.2% | -7.2% | +7.4% | +0.8% |
| 1Y | +7.9% | -20.9% | +28.8% | +12.0% |
| 3Y | +55.8% | +384.0% | -328.2% | -7.8% |
| 5Y | +30.1% | +757.1% | -727.0% | -34.6% |
| All | +230.7% | +1,175.7% | -945.0% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling