+50,186.6%
QCOM vs ED
+2,063.9%
+48,122.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +3.3% | -0.2% | +3.5% | +3.4% |
| 30D | +7.7% | -0.1% | +7.8% | +7.7% |
| 3M | -30.1% | +3.9% | -34.0% | -31.1% |
| 6M | +22.8% | -3.0% | +25.9% | +23.1% |
| YTD | +0.2% | +10.7% | -10.5% | -3.2% |
| 1Y | +7.9% | +13.3% | -5.5% | +3.3% |
| 3Y | +55.8% | +34.5% | +21.3% | +38.8% |
| 5Y | +30.1% | +67.1% | -37.1% | +7.6% |
| 10Y | +248.9% | +103.0% | +145.8% | +163.5% |
| All | +50,186.6% | +2,063.9% | +48,122.7% | +17,121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling