+523.8%
QQQ vs QCOM
+235.2%
+288.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -1.5% | +5.5% | -7.1% | -3.6% |
| 30D | -10.2% | -1.1% | -9.1% | -10.1% |
| 3M | -6.3% | +7.6% | -13.9% | -9.7% |
| 6M | -4.9% | -20.1% | +15.1% | -0.2% |
| YTD | +10.2% | +3.0% | +7.2% | +2.9% |
| 1Y | +8.8% | +3.2% | +5.5% | +1.3% |
| 3Y | +81.4% | +48.9% | +32.5% | +39.5% |
| 5Y | +78.5% | +21.1% | +57.4% | +45.0% |
| 10Y | +523.8% | +242.8% | +281.0% | +231.5% |
| All | +523.8% | +235.2% | +288.6% | +231.5% |
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