+11.2%
QCOM vs EAT
+361.6%
-350.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.4% | +6.2% |
| 7D | +0.4% | -2.6% | +3.0% | +1.1% |
| 30D | -6.6% | +11.5% | -18.1% | -9.3% |
| 3M | +3.7% | -9.1% | +12.8% | +5.2% |
| 6M | -13.3% | +40.4% | -53.7% | -22.5% |
| YTD | -1.8% | +43.9% | -45.7% | -13.8% |
| 1Y | -2.5% | +101.9% | -104.5% | -23.0% |
| 3Y | +47.0% | +489.9% | -442.9% | -23.9% |
| All | +11.2% | +361.6% | -350.4% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling