+74.8%
QCOM vs ZBRA
+34.1%
+40.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.8% | +6.0% | +4.3% |
| 7D | +5.1% | +2.6% | +2.5% | +4.0% |
| 30D | +4.3% | -6.4% | +10.6% | +6.8% |
| 3M | -19.6% | +51.3% | -70.9% | -33.2% |
| 6M | +29.5% | +60.5% | -31.0% | +3.7% |
| YTD | +3.4% | +45.2% | -41.8% | -14.3% |
| 1Y | +10.9% | +12.3% | -1.4% | +3.4% |
| 3Y | +74.8% | +37.5% | +37.3% | +44.0% |
| All | +74.8% | +34.1% | +40.7% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 3y: compounded portfolio wealth divided by compounded ZBRA 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…
3y analysis · Full analysis span regression · 6 months rolling