+160.4%
EWY vs QCOM
+12.3%
+148.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | -0.2% |
| 7D | +6.7% | +4.4% | +2.3% | +4.4% |
| 30D | +17.0% | +9.4% | +7.6% | +11.9% |
| 3M | +3.7% | -13.7% | +17.3% | +11.4% |
| 6M | +42.5% | +28.9% | +13.6% | +28.6% |
| YTD | +96.2% | +4.7% | +91.5% | +90.8% |
| 1Y | +160.4% | +13.5% | +146.9% | +146.4% |
| All | +160.4% | +12.3% | +148.1% | +146.4% |
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