+254.0%
QCOM price history and return analytics
+222.7%
+31.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | +0.4% | +2.9% | +2.6% |
| 30D | +7.7% | +1.0% | +6.7% | +6.2% |
| 3M | -30.1% | +2.4% | -32.4% | -31.6% |
| 6M | +22.8% | +12.0% | +10.8% | +6.0% |
| YTD | +0.2% | +15.3% | -15.1% | -17.0% |
| 1Y | +7.9% | +22.6% | -14.7% | -17.6% |
| 3Y | +55.8% | +74.7% | -18.8% | -24.6% |
| 5Y | +30.1% | +66.1% | -36.1% | -30.6% |
| All | +254.0% | +222.7% | +31.3% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling