+242.6%
QCOM vs Z
-16.5%
+259.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.4% |
| 7D | +4.3% | +0.8% | +3.4% | +4.0% |
| 30D | -0.1% | +5.2% | -5.3% | -1.6% |
| 3M | +5.2% | -17.0% | +22.3% | +8.8% |
| 6M | -18.4% | -22.7% | +4.3% | -15.0% |
| YTD | +2.4% | -56.3% | +58.7% | +20.7% |
| 1Y | +0.9% | -57.7% | +58.5% | +19.5% |
| 3Y | +48.4% | -16.5% | +64.9% | +44.5% |
| 5Y | +16.6% | -53.4% | +70.0% | +23.2% |
| All | +242.6% | -16.5% | +259.1% | +175.6% |
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