+242.8%
QCOM vs Z
-19.5%
+262.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +2.4% |
| 7D | +5.5% | -6.5% | +12.0% | +7.2% |
| 30D | -1.1% | -0.1% | -1.0% | -1.5% |
| 3M | +7.6% | -14.1% | +21.7% | +10.3% |
| 6M | -20.1% | -30.1% | +10.0% | -14.8% |
| YTD | +3.0% | -57.5% | +60.6% | +22.2% |
| 1Y | +3.2% | -60.3% | +63.6% | +24.2% |
| 3Y | +48.9% | -21.0% | +69.9% | +46.9% |
| 5Y | +21.1% | -54.9% | +76.0% | +29.0% |
| 10Y | +242.8% | -16.0% | +258.8% | +174.4% |
| All | +242.8% | -19.5% | +262.3% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling