+216.5%
QCOM vs Z
-14.9%
+231.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +8.0% | +6.1% |
| 7D | +0.4% | -4.6% | +4.9% | +1.4% |
| 30D | -6.6% | +8.3% | -14.9% | -8.7% |
| 3M | +3.7% | -11.6% | +15.3% | +5.7% |
| 6M | -13.3% | -33.6% | +20.3% | -6.5% |
| YTD | -1.8% | -56.7% | +54.9% | +16.1% |
| 1Y | -2.5% | -59.1% | +56.6% | +16.5% |
| 3Y | +47.0% | -20.4% | +67.3% | +44.8% |
| 5Y | +13.1% | -55.3% | +68.4% | +20.8% |
| All | +216.5% | -14.9% | +231.4% | +153.1% |
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