+30.9%
QCOM vs ED
+67.1%
-36.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | 0.0% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | +7.7% | -0.1% | +7.8% | +7.7% |
| 3M | -30.1% | +3.9% | -34.0% | -29.8% |
| 6M | +22.8% | -3.0% | +25.9% | +22.9% |
| YTD | +0.2% | +10.7% | -10.5% | +0.7% |
| 1Y | +7.9% | +13.3% | -5.5% | +8.4% |
| 3Y | +55.8% | +34.5% | +21.3% | +49.2% |
| All | +30.9% | +67.1% | -36.2% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling