+148.1%
EWY vs QCOM
+35.4%
+112.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.7% |
| 7D | +8.0% | +5.1% | +3.0% | +6.0% |
| 30D | +14.3% | +4.3% | +10.1% | +12.5% |
| 3M | +2.3% | -19.6% | +21.9% | +11.1% |
| 6M | +49.9% | +29.5% | +20.4% | +36.5% |
| YTD | +95.3% | +3.4% | +92.0% | +91.5% |
| 1Y | +161.7% | +10.9% | +150.8% | +149.8% |
| 3Y | +230.2% | +74.8% | +155.4% | +161.8% |
| 5Y | +148.1% | +36.2% | +112.0% | +105.4% |
| All | +148.1% | +35.4% | +112.8% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling