+48.4%
QCOM vs EFX
+4.8%
+43.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.8% |
| 7D | +4.3% | -0.8% | +5.0% | +4.4% |
| 30D | -0.1% | +25.1% | -25.2% | -5.9% |
| 3M | +5.2% | +1.7% | +3.6% | +4.0% |
| 6M | -18.4% | +18.4% | -36.7% | -23.7% |
| YTD | +2.4% | -12.5% | +14.9% | +5.9% |
| 1Y | +0.9% | -8.1% | +9.0% | +2.1% |
| 3Y | +48.4% | +4.8% | +43.6% | +40.6% |
| All | +48.4% | +4.8% | +43.5% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling