+827.8%
VOO vs QCOM
+514.0%
+313.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | +3.3% | -3.2% | -0.9% |
| 30D | +0.1% | +7.7% | -7.6% | -2.3% |
| 3M | +2.0% | -30.1% | +32.1% | +12.3% |
| 6M | +13.0% | +22.8% | -9.8% | +1.6% |
| YTD | +13.6% | +0.2% | +13.4% | +8.8% |
| 1Y | +20.1% | +7.9% | +12.2% | +11.6% |
| 3Y | +77.6% | +55.8% | +21.7% | +40.9% |
| 5Y | +82.4% | +30.1% | +52.4% | +48.2% |
| 10Y | +316.8% | +248.9% | +68.0% | +126.6% |
| All | +827.8% | +514.0% | +313.8% | +280.2% |
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 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