+10.9%
QCOM vs EFX
-30.2%
+41.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.2% | +3.1% |
| 7D | +5.1% | -7.8% | +12.9% | +5.0% |
| 30D | +4.3% | -5.7% | +10.0% | +4.1% |
| 3M | -19.6% | +2.5% | -22.1% | -19.1% |
| 6M | +29.5% | -16.7% | +46.1% | +33.2% |
| YTD | +3.4% | -20.2% | +23.6% | +7.6% |
| 1Y | +10.9% | -31.4% | +42.3% | +15.3% |
| All | +10.9% | -30.2% | +41.1% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling