+216.5%
QCOM vs ED
+129.3%
+87.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +5.8% |
| 7D | +0.4% | +1.6% | -1.3% | +0.2% |
| 30D | -6.6% | +13.3% | -19.9% | -8.0% |
| 3M | +3.7% | +9.7% | -6.0% | +2.5% |
| 6M | -13.3% | +12.8% | -26.1% | -14.8% |
| YTD | -1.8% | +22.3% | -24.1% | -4.8% |
| 1Y | -2.5% | +26.3% | -28.8% | -6.1% |
| 3Y | +47.0% | +45.0% | +1.9% | +34.5% |
| 5Y | +13.1% | +80.2% | -67.1% | -2.9% |
| All | +216.5% | +129.3% | +87.2% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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