+946.2%
EWY vs QCOM
+469.0%
+477.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +5.6% |
| 7D | -2.8% | +2.0% | -4.8% | -3.2% |
| 30D | -13.1% | +1.2% | -14.3% | -13.4% |
| 3M | -11.6% | +9.1% | -20.7% | -14.4% |
| 6M | -23.4% | -25.0% | +1.6% | -15.7% |
| YTD | +52.0% | +4.8% | +47.2% | +47.7% |
| 1Y | +58.6% | +3.6% | +55.0% | +54.7% |
| 3Y | +163.3% | +51.5% | +111.8% | +118.1% |
| 5Y | +108.7% | +19.7% | +88.9% | +80.5% |
| 10Y | +237.8% | +245.8% | -8.0% | +87.5% |
| All | +946.2% | +469.0% | +477.2% | +280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling