+1,570.9%
QQQ vs QCOM
+5,494.4%
-3,923.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.4% | +3.3% | -3.0% | -1.0% |
| 30D | +0.2% | +7.7% | -7.5% | -2.8% |
| 3M | -2.8% | -30.1% | +27.2% | +10.7% |
| 6M | +18.0% | +22.8% | -4.8% | +4.0% |
| YTD | +17.3% | +0.2% | +17.1% | +11.8% |
| 1Y | +25.6% | +7.9% | +17.7% | +15.4% |
| 3Y | +93.7% | +55.8% | +37.9% | +48.3% |
| 5Y | +94.2% | +30.1% | +64.1% | +55.2% |
| 10Y | +557.9% | +248.9% | +309.0% | +225.8% |
| All | +1,570.9% | +5,494.4% | -3,923.5% | +208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling