+7.9%
QCOM vs VTR
+36.9%
-29.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | -0.6% |
| 7D | +3.3% | -1.7% | +5.0% | +2.7% |
| 30D | +7.7% | -2.4% | +10.1% | +6.7% |
| 3M | -30.1% | +14.8% | -44.8% | -25.2% |
| 6M | +22.8% | +5.3% | +17.5% | +30.1% |
| YTD | +0.2% | +18.1% | -17.9% | +9.7% |
| 1Y | +7.9% | +36.7% | -28.9% | +18.0% |
| All | +7.9% | +36.9% | -29.0% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling