+251.9%
QCOM vs EFX
+79.2%
+172.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +13.0% | -3.6% | +16.7% | +14.5% |
| 30D | +0.2% | +25.3% | -25.1% | -9.2% |
| 3M | +9.2% | +3.8% | +5.4% | +6.0% |
| 6M | -15.0% | +12.7% | -27.7% | -21.7% |
| YTD | +5.2% | -13.1% | +18.3% | +6.9% |
| 1Y | +2.4% | -9.3% | +11.7% | +1.9% |
| 3Y | +52.0% | +3.5% | +48.4% | +37.2% |
| 5Y | +19.7% | -30.6% | +50.4% | +26.4% |
| All | +251.9% | +79.2% | +172.7% | +156.2% |
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