+242.8%
QCOM vs VTR
+126.9%
+115.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | +5.5% | +3.8% | +1.7% | +4.6% |
| 30D | -1.1% | +10.1% | -11.2% | -3.5% |
| 3M | +7.6% | -1.2% | +8.7% | +7.6% |
| 6M | -20.1% | +4.8% | -24.8% | -21.7% |
| YTD | +3.0% | +18.9% | -15.9% | -2.6% |
| 1Y | +3.2% | +21.8% | -18.6% | -3.1% |
| 3Y | +48.9% | +132.0% | -83.1% | +16.5% |
| 5Y | +21.1% | +94.7% | -73.6% | -1.9% |
| 10Y | +242.8% | +136.8% | +105.9% | +119.6% |
| All | +242.8% | +126.9% | +115.8% | +119.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling