+46,613.4%
QCOM vs ECL
+13,323.1%
+33,290.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.9% | -6.6% | -8.0% |
| 7D | -15.5% | +1.7% | -17.1% | -16.1% |
| 30D | -13.4% | +8.9% | -22.3% | -17.1% |
| 3M | 0.0% | +7.4% | -7.4% | -3.7% |
| 6M | -15.2% | +19.3% | -34.5% | -23.3% |
| YTD | -6.9% | +17.4% | -24.4% | -15.3% |
| 1Y | -11.0% | +19.4% | -30.4% | -19.8% |
| 3Y | +39.8% | +80.5% | -40.7% | +0.6% |
| 5Y | +7.2% | +40.2% | -33.0% | -13.1% |
| 10Y | +207.7% | +207.8% | -0.2% | +63.2% |
| All | +46,613.4% | +13,323.1% | +33,290.4% | +5,787.7% |
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