+14.1%
QCOM vs VYM
+71.9%
-57.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.4% |
| 7D | +4.3% | +3.7% | +0.6% | -1.7% |
| 30D | -0.1% | +3.7% | -3.8% | -5.4% |
| 3M | +5.2% | -0.7% | +5.9% | +7.0% |
| 6M | -18.4% | +7.2% | -25.6% | -26.2% |
| YTD | +2.4% | +16.9% | -14.5% | -19.1% |
| 1Y | +0.9% | +19.6% | -18.7% | -23.0% |
| 3Y | +48.4% | +74.6% | -26.2% | -35.6% |
| All | +14.1% | +71.9% | -57.8% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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