+263.7%
QCOM vs EIX
+23.2%
+240.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.5% | -1.3% | +2.1% |
| 7D | +5.1% | +0.9% | +4.2% | +4.7% |
| 30D | +4.3% | -13.5% | +17.8% | +6.4% |
| 3M | -19.6% | -15.3% | -4.4% | -17.8% |
| 6M | +29.5% | -15.3% | +44.8% | +32.0% |
| YTD | +3.4% | +2.7% | +0.6% | -0.5% |
| 1Y | +10.9% | +17.4% | -6.5% | +2.4% |
| 3Y | +74.8% | -1.3% | +76.1% | +65.0% |
| 5Y | +36.2% | +27.2% | +9.0% | +17.6% |
| 10Y | +263.7% | +22.7% | +241.0% | +200.2% |
| All | +263.7% | +23.2% | +240.6% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling