+14.6%
QCOM vs VTR
+101.5%
-86.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.4% |
| 7D | +5.8% | +3.2% | +2.6% | +4.9% |
| 30D | -2.3% | +9.1% | -11.4% | -4.7% |
| 3M | +2.7% | -3.6% | +6.3% | +3.5% |
| 6M | -21.0% | +3.8% | -24.8% | -22.6% |
| YTD | +1.8% | +17.8% | -16.0% | -5.0% |
| 1Y | +2.4% | +20.5% | -18.1% | -5.4% |
| 3Y | +52.1% | +132.4% | -80.3% | +4.3% |
| 5Y | +14.6% | +99.9% | -85.2% | -18.0% |
| All | +14.6% | +101.5% | -86.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling