+96.6%
QQQ vs QCOM
+62.6%
+34.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.4% | +3.3% | -3.0% | -0.7% |
| 30D | +0.2% | +7.7% | -7.5% | -2.2% |
| 3M | -2.8% | -30.1% | +27.2% | +7.8% |
| 6M | +18.0% | +22.8% | -4.8% | +4.5% |
| YTD | +17.3% | +0.2% | +17.1% | +12.1% |
| 1Y | +25.6% | +7.9% | +17.7% | +15.6% |
| All | +96.6% | +62.6% | +34.0% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling