+263.7%
QCOM vs EFX
+40.1%
+223.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.2% | +4.4% |
| 7D | +5.1% | -7.8% | +12.9% | +8.3% |
| 30D | +4.3% | -5.7% | +10.0% | +6.3% |
| 3M | -19.6% | +2.5% | -22.1% | -21.9% |
| 6M | +29.5% | -16.7% | +46.1% | +36.3% |
| YTD | +3.4% | -20.2% | +23.6% | +9.8% |
| 1Y | +10.9% | -31.4% | +42.3% | +25.4% |
| 3Y | +74.8% | -10.5% | +85.3% | +69.4% |
| 5Y | +36.2% | -35.2% | +71.4% | +49.2% |
| 10Y | +263.7% | +40.2% | +223.6% | +196.8% |
| All | +263.7% | +40.1% | +223.7% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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