+230.9%
QCOM vs ECL
+205.6%
+25.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +2.5% |
| 7D | +5.8% | -0.5% | +6.3% | +6.3% |
| 30D | -2.3% | +8.8% | -11.1% | -6.9% |
| 3M | +2.7% | +7.8% | -5.1% | -1.7% |
| 6M | -21.0% | +21.3% | -42.3% | -29.9% |
| YTD | +1.8% | +17.8% | -16.0% | -8.5% |
| 1Y | +2.4% | +21.1% | -18.6% | -9.5% |
| 3Y | +52.1% | +80.1% | -27.9% | +5.1% |
| 5Y | +14.6% | +40.5% | -25.8% | -10.8% |
| 10Y | +230.9% | +197.7% | +33.1% | +92.4% |
| All | +230.9% | +205.6% | +25.3% | +92.4% |
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