+99.1%
V vs QCOM
+13.0%
+86.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.9% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +13.6% | -6.6% | +20.2% | +14.5% |
| 3M | +14.3% | +3.7% | +10.6% | +12.8% |
| 6M | +33.1% | -13.3% | +46.4% | +32.1% |
| YTD | +21.2% | -1.8% | +23.0% | +16.0% |
| 1Y | +26.4% | -2.5% | +28.9% | +21.1% |
| 3Y | +77.6% | +47.0% | +30.6% | +43.4% |
| All | +99.1% | +13.0% | +86.1% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling