+788.1%
VOO vs QCOM
+501.8%
+286.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -1.3% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | -5.4% | -6.6% | +1.2% | -3.8% |
| 3M | -4.1% | +3.7% | -7.8% | -6.0% |
| 6M | +0.7% | -13.3% | +14.1% | +1.3% |
| YTD | +8.7% | -1.8% | +10.5% | +3.8% |
| 1Y | +11.0% | -2.5% | +13.5% | +6.1% |
| 3Y | +75.5% | +47.0% | +28.5% | +41.0% |
| 5Y | +68.4% | +13.1% | +55.2% | +42.4% |
| 10Y | +315.7% | +224.7% | +91.0% | +130.1% |
| All | +788.1% | +501.8% | +286.2% | +263.0% |
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