+155.0%
EWY vs QCOM
+50.9%
+104.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | +0.1% | +2.1% |
| 7D | -6.3% | +5.8% | -12.1% | -8.3% |
| 30D | -19.8% | -2.3% | -17.5% | -19.0% |
| 3M | -14.4% | +2.7% | -17.2% | -15.6% |
| 6M | -25.3% | -21.0% | -4.3% | -18.4% |
| YTD | +46.2% | +1.8% | +44.4% | +44.1% |
| 1Y | +58.3% | +2.4% | +55.8% | +55.7% |
| 3Y | +155.0% | +52.1% | +102.8% | +108.7% |
| All | +155.0% | +50.9% | +104.1% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling