+611.1%
QCOM vs VYM
+492.8%
+118.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +7.7% | -0.5% | +8.2% | +8.3% |
| 3M | -30.1% | +3.0% | -33.1% | -32.0% |
| 6M | +22.8% | +8.2% | +14.6% | +13.7% |
| YTD | +0.2% | +15.8% | -15.6% | -13.8% |
| 1Y | +7.9% | +20.8% | -13.0% | -11.0% |
| 3Y | +55.8% | +65.3% | -9.4% | -5.6% |
| 5Y | +30.1% | +76.6% | -46.5% | -24.4% |
| 10Y | +248.9% | +203.9% | +45.0% | +21.3% |
| All | +611.1% | +492.8% | +118.2% | +29.5% |
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