+76.9%
QCOM vs BOXX
+18.4%
+58.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +5.1% | 0.0% | +5.0% | +5.0% |
| 30D | +4.3% | +0.3% | +4.0% | +3.0% |
| 3M | -19.6% | +1.0% | -20.6% | -22.9% |
| 6M | +29.5% | +1.9% | +27.5% | +20.4% |
| YTD | +3.4% | +2.6% | +0.7% | -6.0% |
| 1Y | +10.9% | +4.0% | +6.9% | -3.0% |
| 3Y | +74.8% | +14.6% | +60.2% | +49.2% |
| All | +76.9% | +18.4% | +58.5% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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