+216.5%
EWY vs QCOM
+235.2%
-18.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.5% |
| 7D | -10.2% | +5.5% | -15.8% | -11.8% |
| 30D | -21.5% | -1.1% | -20.4% | -21.1% |
| 3M | -14.7% | +7.6% | -22.3% | -17.0% |
| 6M | -26.8% | -20.1% | -6.8% | -21.2% |
| YTD | +43.2% | +3.0% | +40.1% | +40.3% |
| 1Y | +48.7% | +3.2% | +45.5% | +45.5% |
| 3Y | +147.9% | +48.9% | +99.1% | +108.0% |
| 5Y | +98.8% | +21.1% | +77.8% | +71.9% |
| 10Y | +216.5% | +242.8% | -26.3% | +91.9% |
| All | +216.5% | +235.2% | -18.7% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling