+29.3%
V vs QCOM
-0.4%
+29.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.3% | -1.5% | +3.9% |
| 7D | +9.0% | -5.3% | +14.3% | +8.9% |
| 30D | +18.1% | -4.2% | +22.3% | +18.0% |
| 3M | +18.3% | +7.0% | +11.3% | +18.5% |
| 6M | +34.1% | +3.8% | +30.3% | +29.8% |
| YTD | +25.2% | +2.8% | +22.4% | +22.1% |
| 1Y | +29.3% | +2.3% | +27.0% | +25.6% |
| All | +29.3% | -0.4% | +29.7% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling