+626.8%
QCOM vs VYM
+498.6%
+128.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | +4.3% | +3.7% | +0.6% | +0.3% |
| 30D | -0.1% | +3.7% | -3.8% | -3.6% |
| 3M | +5.2% | -0.7% | +5.9% | +6.5% |
| 6M | -18.4% | +7.2% | -25.6% | -23.6% |
| YTD | +2.4% | +16.9% | -14.5% | -12.4% |
| 1Y | +0.9% | +19.6% | -18.7% | -15.7% |
| 3Y | +48.4% | +74.6% | -26.2% | -14.8% |
| 5Y | +16.6% | +72.3% | -55.8% | -30.3% |
| 10Y | +237.8% | +206.5% | +31.3% | +16.9% |
| All | +626.8% | +498.6% | +128.2% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling