+50,186.6%
QCOM vs ECL
+12,125.3%
+38,061.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +3.3% | -2.6% | +5.9% | +4.7% |
| 30D | +7.7% | -2.2% | +9.9% | +8.8% |
| 3M | -30.1% | +10.1% | -40.2% | -33.9% |
| 6M | +22.8% | -5.7% | +28.6% | +25.4% |
| YTD | +0.2% | +7.0% | -6.8% | -4.3% |
| 1Y | +7.9% | +2.7% | +5.2% | +5.0% |
| 3Y | +55.8% | +57.7% | -1.9% | +20.1% |
| 5Y | +30.1% | +31.1% | -1.1% | +9.1% |
| 10Y | +248.9% | +150.9% | +98.0% | +105.3% |
| All | +50,186.6% | +12,125.3% | +38,061.3% | +6,552.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling