+50,186.6%
QCOM vs EAT
+5,061.0%
+45,125.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +7.7% | +1.9% | +5.8% | +6.8% |
| 3M | -30.1% | +68.7% | -98.7% | -38.5% |
| 6M | +22.8% | +66.9% | -44.1% | +7.4% |
| YTD | +0.2% | +60.4% | -60.2% | -11.9% |
| 1Y | +7.9% | +44.0% | -36.1% | -3.7% |
| 3Y | +55.8% | +604.7% | -548.9% | -7.1% |
| 5Y | +30.1% | +347.0% | -317.0% | -16.8% |
| 10Y | +248.9% | +390.8% | -141.9% | +84.1% |
| All | +50,186.6% | +5,061.0% | +45,125.6% | +11,173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling