+10.9%
QCOM vs EFV
+28.1%
-17.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +4.1% |
| 7D | +5.1% | +1.0% | +4.1% | +3.6% |
| 30D | +4.3% | +0.2% | +4.1% | +4.0% |
| 3M | -19.6% | +9.6% | -29.2% | -29.0% |
| 6M | +29.5% | +14.0% | +15.4% | +10.8% |
| YTD | +3.4% | +18.5% | -15.1% | -18.2% |
| 1Y | +10.9% | +27.9% | -17.0% | -23.2% |
| All | +10.9% | +28.1% | -17.2% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling