+1,480.5%
QQQ vs QCOM
+5,584.9%
-4,104.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.1% | +2.1% |
| 7D | -0.3% | +5.8% | -6.0% | -2.5% |
| 30D | -9.6% | -2.3% | -7.3% | -9.1% |
| 3M | -5.9% | +2.7% | -8.6% | -7.9% |
| 6M | -4.3% | -21.0% | +16.7% | +1.2% |
| YTD | +11.0% | +1.8% | +9.2% | +4.1% |
| 1Y | +11.9% | +2.4% | +9.5% | +4.6% |
| 3Y | +86.7% | +52.1% | +34.6% | +43.3% |
| 5Y | +77.1% | +14.6% | +62.4% | +48.2% |
| 10Y | +517.9% | +230.9% | +287.0% | +210.5% |
| All | +1,480.5% | +5,584.9% | -4,104.4% | +187.4% |
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