+444.2%
V vs QCOM
+237.1%
+207.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.0% |
| 7D | -0.8% | +5.8% | -6.6% | -2.2% |
| 30D | +9.5% | -2.3% | +11.8% | +9.6% |
| 3M | +16.7% | +2.7% | +14.0% | +14.8% |
| 6M | +32.9% | -21.0% | +54.0% | +36.0% |
| YTD | +21.1% | +1.8% | +19.3% | +14.0% |
| 1Y | +26.6% | +2.4% | +24.2% | +18.8% |
| 3Y | +78.4% | +52.1% | +26.2% | +40.6% |
| 5Y | +105.5% | +14.6% | +90.8% | +70.9% |
| 10Y | +444.2% | +230.9% | +213.4% | +197.4% |
| All | +444.2% | +237.1% | +207.2% | +197.4% |
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 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