+259.0%
QCOM vs Z
+25.1%
+233.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | +3.3% | -3.0% | +6.3% | +4.0% |
| 30D | +7.7% | -4.2% | +11.9% | +8.3% |
| 3M | -30.1% | -3.7% | -26.4% | -30.1% |
| 6M | +22.8% | -24.5% | +47.4% | +29.1% |
| YTD | +0.2% | -49.3% | +49.5% | +14.8% |
| 1Y | +7.9% | -58.7% | +66.5% | +28.9% |
| 3Y | +55.8% | -34.1% | +90.0% | +61.2% |
| 5Y | +30.1% | -64.5% | +94.6% | +44.1% |
| 10Y | +248.9% | -0.5% | +249.4% | +176.1% |
| All | +259.0% | +25.1% | +233.9% | +165.5% |
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