+3.6%
QCOM vs ECL
+19.8%
-16.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +2.0% | -2.3% | +4.2% | +2.7% |
| 30D | +1.2% | +8.3% | -7.1% | -0.4% |
| 3M | +9.1% | +8.4% | +0.7% | +7.2% |
| 6M | -25.0% | +23.3% | -48.2% | -29.3% |
| YTD | +4.8% | +18.2% | -13.4% | +0.1% |
| 1Y | +3.6% | +18.8% | -15.2% | -1.1% |
| All | +3.6% | +19.8% | -16.2% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling