+245.8%
QCOM vs ECL
+196.0%
+49.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.4% |
| 7D | +2.0% | -2.3% | +4.2% | +3.4% |
| 30D | +1.2% | +8.3% | -7.1% | -3.2% |
| 3M | +9.1% | +8.4% | +0.7% | +4.1% |
| 6M | -25.0% | +23.3% | -48.2% | -34.0% |
| YTD | +4.8% | +18.2% | -13.4% | -5.9% |
| 1Y | +3.6% | +18.8% | -15.2% | -7.5% |
| 3Y | +51.5% | +78.5% | -27.0% | +5.2% |
| 5Y | +19.7% | +40.1% | -20.3% | -6.6% |
| 10Y | +245.8% | +196.5% | +49.3% | +96.4% |
| All | +245.8% | +196.0% | +49.8% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling