+11.2%
QCOM vs EFX
-31.2%
+42.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +6.4% |
| 7D | +0.4% | +2.7% | -2.3% | -0.8% |
| 30D | -6.6% | +33.1% | -39.7% | -17.8% |
| 3M | +3.7% | +8.2% | -4.5% | -1.1% |
| 6M | -13.3% | +10.2% | -23.5% | -19.7% |
| YTD | -1.8% | -11.8% | +10.0% | +0.2% |
| 1Y | -2.5% | -6.1% | +3.6% | -4.1% |
| 3Y | +47.0% | +7.5% | +39.5% | +23.0% |
| All | +11.2% | -31.2% | +42.4% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling