+51,000.2%
QCOM vs EFX
+7,501.3%
+43,498.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.3% | +3.9% |
| 7D | +5.8% | -2.2% | +8.0% | +6.6% |
| 30D | -2.3% | +29.2% | -31.5% | -12.1% |
| 3M | +2.7% | +3.5% | -0.8% | -0.1% |
| 6M | -21.0% | +7.8% | -28.8% | -25.7% |
| YTD | +1.8% | -12.4% | +14.2% | +2.5% |
| 1Y | +2.4% | -8.2% | +10.7% | +1.1% |
| 3Y | +52.1% | +4.7% | +47.4% | +39.4% |
| 5Y | +14.6% | -32.0% | +46.7% | +23.2% |
| 10Y | +230.9% | +69.1% | +161.8% | +142.2% |
| All | +51,000.2% | +7,501.3% | +43,498.9% | +14,391.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling