+449.7%
V vs QCOM
+219.9%
+229.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -1.3% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +13.6% | -6.6% | +20.2% | +14.9% |
| 3M | +14.3% | +3.7% | +10.6% | +12.1% |
| 6M | +33.1% | -13.3% | +46.4% | +32.3% |
| YTD | +21.2% | -1.8% | +23.0% | +15.1% |
| 1Y | +26.4% | -2.5% | +28.9% | +20.1% |
| 3Y | +77.6% | +47.0% | +30.6% | +41.2% |
| 5Y | +102.6% | +13.1% | +89.5% | +68.7% |
| All | +449.7% | +219.9% | +229.8% | +203.9% |
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