+233.5%
QCOM vs Z
+9.5%
+224.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -10.6% | +1.2% | -7.1% |
| 7D | -15.5% | -2.3% | -13.2% | -15.0% |
| 30D | -13.4% | +9.4% | -22.8% | -15.5% |
| 3M | 0.0% | -16.1% | +16.1% | +3.1% |
| 6M | -15.2% | -30.4% | +15.2% | -9.6% |
| YTD | -6.9% | -55.6% | +48.7% | +9.2% |
| 1Y | -11.0% | -58.5% | +47.6% | +5.9% |
| 3Y | +39.8% | -19.6% | +59.4% | +37.5% |
| 5Y | +7.2% | -54.1% | +61.3% | +13.9% |
| 10Y | +207.7% | -12.1% | +219.8% | +149.4% |
| All | +233.5% | +9.5% | +224.0% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling