+230.9%
QCOM vs Z
-11.7%
+242.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +2.8% |
| 7D | +5.8% | -5.2% | +11.0% | +7.1% |
| 30D | -2.3% | +5.7% | -8.0% | -3.9% |
| 3M | +2.7% | -8.7% | +11.5% | +3.9% |
| 6M | -21.0% | -26.0% | +5.0% | -16.8% |
| YTD | +1.8% | -55.0% | +56.9% | +19.3% |
| 1Y | +2.4% | -58.0% | +60.4% | +21.7% |
| 3Y | +52.1% | -15.2% | +67.3% | +47.7% |
| 5Y | +14.6% | -53.8% | +68.5% | +21.5% |
| 10Y | +230.9% | -14.5% | +245.4% | +164.6% |
| All | +230.9% | -11.7% | +242.5% | +164.6% |
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