+594.7%
QCOM vs EFV
+258.8%
+335.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +3.3% | +1.5% | +1.8% | +2.1% |
| 30D | +7.7% | +1.7% | +6.0% | +6.2% |
| 3M | -30.1% | +8.6% | -38.7% | -34.5% |
| 6M | +22.8% | +11.7% | +11.2% | +12.7% |
| YTD | +0.2% | +19.3% | -19.1% | -13.0% |
| 1Y | +7.9% | +30.2% | -22.4% | -12.7% |
| 3Y | +55.8% | +91.6% | -35.8% | -6.7% |
| 5Y | +30.1% | +96.4% | -66.3% | -22.8% |
| 10Y | +248.9% | +166.5% | +82.4% | +66.4% |
| All | +594.7% | +258.8% | +335.8% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling