+48.9%
QCOM vs ECL
+79.5%
-30.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +5.5% | +0.4% | +5.1% | +5.5% |
| 30D | -1.1% | +8.6% | -9.7% | -4.6% |
| 3M | +7.6% | +7.9% | -0.3% | +4.0% |
| 6M | -20.1% | +21.0% | -41.1% | -27.3% |
| YTD | +3.0% | +17.5% | -14.5% | -5.3% |
| 1Y | +3.2% | +19.7% | -16.4% | -6.3% |
| 3Y | +48.9% | +77.4% | -28.6% | +21.4% |
| All | +48.9% | +79.5% | -30.6% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling