+108.8%
V vs QCOM
+19.6%
+89.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +0.8% | +5.5% | -4.7% | -0.2% |
| 30D | +9.9% | -1.1% | +11.1% | +9.8% |
| 3M | +17.5% | +7.6% | +9.9% | +15.3% |
| 6M | +33.5% | -20.1% | +53.5% | +35.5% |
| YTD | +21.6% | +3.0% | +18.5% | +15.3% |
| 1Y | +27.6% | +3.2% | +24.3% | +20.8% |
| 3Y | +76.4% | +48.9% | +27.5% | +42.3% |
| All | +108.8% | +19.6% | +89.2% | +72.9% |
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 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