+36.2%
QCOM vs VTR
+91.4%
-55.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | +5.1% | -2.4% | +7.4% | +5.7% |
| 30D | +4.3% | -3.7% | +8.0% | +5.2% |
| 3M | -19.6% | +13.5% | -33.2% | -23.1% |
| 6M | +29.5% | +7.2% | +22.3% | +25.7% |
| YTD | +3.4% | +17.6% | -14.2% | -3.0% |
| 1Y | +10.9% | +35.4% | -24.5% | -1.5% |
| 3Y | +74.8% | +132.8% | -58.1% | +22.8% |
| 5Y | +36.2% | +88.7% | -52.5% | -2.7% |
| All | +36.2% | +91.4% | -55.2% | -2.7% |
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