+38.2%
QCOM vs ZBRA
-40.9%
+79.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +4.9% | -3.8% | +8.7% | +6.7% |
| 30D | +9.3% | -10.2% | +19.5% | +14.6% |
| 3M | -7.0% | +58.7% | -65.7% | -26.9% |
| 6M | +32.0% | +61.9% | -29.9% | +1.1% |
| YTD | +5.0% | +41.7% | -36.6% | -15.0% |
| 1Y | +13.6% | +12.4% | +1.2% | +3.1% |
| 3Y | +77.6% | +34.2% | +43.4% | +39.9% |
| 5Y | +38.2% | -40.8% | +79.0% | +85.0% |
| All | +38.2% | -40.9% | +79.1% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling