+62.4%
EWY vs QCOM
-0.4%
+62.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.3% | -7.2% | -4.5% |
| 7D | -8.3% | -5.3% | -3.0% | -6.0% |
| 30D | -20.5% | -4.2% | -16.3% | -19.1% |
| 3M | -11.1% | +7.0% | -18.2% | -14.9% |
| 6M | -7.0% | +3.8% | -10.8% | -7.7% |
| YTD | +56.5% | +2.8% | +53.6% | +51.4% |
| 1Y | +62.4% | +2.3% | +60.1% | +57.6% |
| All | +62.4% | -0.4% | +62.8% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling