+27.7%
V vs QCOM
-0.3%
+28.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.3% |
| 7D | +0.9% | +4.3% | -3.3% | +0.9% |
| 30D | +9.0% | -0.1% | +9.1% | +9.0% |
| 3M | +16.7% | +5.2% | +11.5% | +16.9% |
| 6M | +33.4% | -18.4% | +51.8% | +32.7% |
| YTD | +22.4% | +2.4% | +19.9% | +19.8% |
| 1Y | +27.7% | +0.9% | +26.8% | +25.2% |
| All | +27.7% | -0.3% | +28.0% | +25.2% |
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 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