+14.4%
QCOM vs ZYBT
-57.8%
+72.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +4.9% | -2.5% | +7.4% | +4.9% |
| 30D | +9.3% | -1.2% | +10.6% | +9.3% |
| 3M | -7.0% | +76.7% | -83.7% | -6.4% |
| 6M | +32.0% | +103.6% | -71.6% | +31.7% |
| YTD | +5.0% | +38.3% | -33.2% | +5.4% |
| 1Y | +13.6% | -84.7% | +98.3% | +18.0% |
| All | +14.4% | -57.8% | +72.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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