+47.0%
QCOM vs EFX
+7.5%
+39.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +6.0% |
| 7D | +0.4% | +2.7% | -2.3% | -0.3% |
| 30D | -6.6% | +33.1% | -39.7% | -13.4% |
| 3M | +3.7% | +8.2% | -4.5% | +0.9% |
| 6M | -13.3% | +10.2% | -23.5% | -17.0% |
| YTD | -1.8% | -11.8% | +10.0% | +1.4% |
| 1Y | -2.5% | -6.1% | +3.6% | -2.1% |
| 3Y | +47.0% | +7.5% | +39.5% | +38.6% |
| All | +47.0% | +7.5% | +39.5% | +38.6% |
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