+69.0%
QCOM vs EFX
-10.5%
+79.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +1.8% |
| 7D | +3.3% | -8.6% | +12.0% | +5.7% |
| 30D | +7.7% | +0.1% | +7.6% | +7.4% |
| 3M | -30.1% | +3.8% | -33.9% | -31.5% |
| 6M | +22.8% | -13.5% | +36.4% | +27.8% |
| YTD | +0.2% | -17.7% | +17.9% | +5.7% |
| 1Y | +7.9% | -25.6% | +33.4% | +17.8% |
| All | +69.0% | -10.5% | +79.5% | +62.6% |
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