+1,236.8%
EWY vs QCOM
+443.8%
+793.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.8% | +3.3% | +1.5% | +3.6% |
| 30D | +11.7% | +7.7% | +4.0% | +8.7% |
| 3M | -7.4% | -30.1% | +22.7% | +5.5% |
| 6M | +40.6% | +22.8% | +17.7% | +29.9% |
| YTD | +94.3% | +0.2% | +94.1% | +92.0% |
| 1Y | +164.3% | +7.9% | +156.4% | +153.9% |
| 3Y | +221.0% | +55.8% | +165.2% | +163.1% |
| 5Y | +139.1% | +30.1% | +109.1% | +100.4% |
| 10Y | +298.8% | +248.9% | +49.9% | +120.5% |
| All | +1,236.8% | +443.8% | +793.0% | +394.5% |
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