+542.4%
QQQ vs QCOM
+244.1%
+298.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +6.4% | +13.0% | -6.7% | +1.5% |
| 30D | -7.5% | +0.2% | -7.6% | -7.8% |
| 3M | -4.8% | +9.2% | -14.0% | -8.8% |
| 6M | -2.5% | -15.0% | +12.5% | +0.5% |
| YTD | +12.4% | +5.2% | +7.2% | +4.1% |
| 1Y | +11.3% | +2.4% | +9.0% | +4.2% |
| 3Y | +85.0% | +52.0% | +33.0% | +41.2% |
| 5Y | +79.6% | +19.7% | +59.9% | +46.5% |
| All | +542.4% | +244.1% | +298.3% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 10y: compounded portfolio wealth divided by compounded QCOM 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…
10y analysis · Full analysis span regression · 6 months rolling