+30.9%
QCOM vs EFX
-33.8%
+64.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +2.8% |
| 7D | +3.3% | -8.6% | +12.0% | +7.2% |
| 30D | +7.7% | +0.1% | +7.6% | +7.2% |
| 3M | -30.1% | +3.8% | -33.9% | -32.6% |
| 6M | +22.8% | -13.5% | +36.4% | +28.4% |
| YTD | +0.2% | -17.7% | +17.9% | +6.3% |
| 1Y | +7.9% | -25.6% | +33.4% | +19.7% |
| 3Y | +55.8% | -12.1% | +67.9% | +48.0% |
| All | +30.9% | -33.8% | +64.7% | +49.5% |
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