+484.0%
V vs QCOM
+235.1%
+248.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.9% |
| 7D | +0.9% | +4.3% | -3.3% | -0.1% |
| 30D | +9.0% | -0.1% | +9.1% | +8.5% |
| 3M | +16.7% | +5.2% | +11.5% | +14.2% |
| 6M | +33.4% | -18.4% | +51.8% | +35.8% |
| YTD | +22.4% | +2.4% | +19.9% | +15.0% |
| 1Y | +27.7% | +0.9% | +26.8% | +20.4% |
| 3Y | +78.0% | +48.4% | +29.6% | +41.6% |
| 5Y | +108.5% | +16.6% | +91.9% | +72.8% |
| All | +484.0% | +235.1% | +248.9% | +216.2% |
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