+216.5%
QCOM vs ECL
+199.1%
+17.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.5% |
| 7D | +0.4% | -0.8% | +1.1% | +0.9% |
| 30D | -6.6% | +8.1% | -14.7% | -10.7% |
| 3M | +3.7% | +6.4% | -2.7% | 0.0% |
| 6M | -13.3% | +14.8% | -28.1% | -20.7% |
| YTD | -1.8% | +15.5% | -17.2% | -10.7% |
| 1Y | -2.5% | +20.1% | -22.6% | -13.6% |
| 3Y | +47.0% | +77.8% | -30.8% | +2.3% |
| 5Y | +13.1% | +37.9% | -24.8% | -11.0% |
| All | +216.5% | +199.1% | +17.3% | +90.1% |
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