-2.5%
QCOM vs EAT
+98.1%
-100.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.4% | +5.8% |
| 7D | +0.4% | -2.6% | +3.0% | +0.6% |
| 30D | -6.6% | +11.5% | -18.1% | -7.0% |
| 3M | +3.7% | -9.1% | +12.8% | +3.9% |
| 6M | -13.3% | +40.4% | -53.7% | -17.2% |
| YTD | -1.8% | +43.9% | -45.7% | -6.1% |
| 1Y | -2.5% | +101.9% | -104.5% | -4.0% |
| All | -2.5% | +98.1% | -100.7% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling