+809.0%
VOO vs QCOM
+523.9%
+285.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.3% | +1.3% |
| 7D | +0.1% | +5.8% | -5.7% | -1.7% |
| 30D | -3.3% | -2.3% | -1.0% | -3.0% |
| 3M | -2.4% | +2.7% | -5.1% | -4.1% |
| 6M | +2.6% | -21.0% | +23.6% | +6.5% |
| YTD | +11.3% | +1.8% | +9.5% | +5.1% |
| 1Y | +13.4% | +2.4% | +11.0% | +6.9% |
| 3Y | +80.3% | +52.1% | +28.2% | +43.4% |
| 5Y | +72.7% | +14.6% | +58.1% | +45.6% |
| 10Y | +310.0% | +230.9% | +79.2% | +126.0% |
| All | +809.0% | +523.9% | +285.1% | +267.6% |
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