+308.8%
EWY vs QCOM
+272.6%
+36.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | 0.0% |
| 7D | +6.7% | +4.4% | +2.3% | +5.0% |
| 30D | +17.0% | +9.4% | +7.6% | +13.2% |
| 3M | +3.7% | -13.7% | +17.3% | +9.5% |
| 6M | +42.5% | +28.9% | +13.6% | +30.0% |
| YTD | +96.2% | +4.7% | +91.5% | +91.4% |
| 1Y | +160.4% | +13.5% | +146.9% | +146.4% |
| 3Y | +231.7% | +77.1% | +154.6% | +162.9% |
| 5Y | +153.3% | +38.9% | +114.4% | +108.8% |
| 10Y | +308.8% | +281.8% | +27.1% | +143.5% |
| All | +308.8% | +272.6% | +36.2% | +143.5% |
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