+3,309.9%
V vs QCOM
+519.5%
+2,790.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.5% | +6.3% | -0.3% |
| 7D | +2.9% | -15.5% | +18.4% | +7.9% |
| 30D | +14.0% | -13.4% | +27.4% | +18.5% |
| 3M | +14.9% | 0.0% | +14.8% | +13.3% |
| 6M | +31.7% | -15.2% | +46.9% | +31.6% |
| YTD | +21.2% | -6.9% | +28.1% | +15.7% |
| 1Y | +25.3% | -11.0% | +36.2% | +21.2% |
| 3Y | +77.5% | +39.8% | +37.7% | +37.3% |
| 5Y | +102.6% | +7.2% | +95.4% | +65.3% |
| 10Y | +464.3% | +207.7% | +256.6% | +170.6% |
| All | +3,309.9% | +519.5% | +2,790.3% | +977.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling