+3.2%
QCOM vs VTR
+22.1%
-18.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.6% |
| 7D | +5.5% | +3.8% | +1.7% | +7.0% |
| 30D | -1.1% | +10.1% | -11.2% | +2.8% |
| 3M | +7.6% | -1.2% | +8.7% | +6.5% |
| 6M | -20.1% | +4.8% | -24.8% | -13.3% |
| YTD | +3.0% | +18.9% | -15.9% | +22.7% |
| 1Y | +3.2% | +21.8% | -18.6% | +25.9% |
| All | +3.2% | +22.1% | -18.8% | +25.9% |
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