+216.5%
QCOM vs EIX
+29.5%
+187.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +6.1% |
| 7D | +0.4% | +1.0% | -0.6% | +0.1% |
| 30D | -6.6% | +9.1% | -15.7% | -8.5% |
| 3M | +3.7% | -10.2% | +13.9% | +4.7% |
| 6M | -13.3% | -11.2% | -2.1% | -12.7% |
| YTD | -1.8% | +4.5% | -6.3% | -6.0% |
| 1Y | -2.5% | +10.9% | -13.4% | -8.3% |
| 3Y | +47.0% | +8.4% | +38.6% | +34.8% |
| 5Y | +13.1% | +18.0% | -4.9% | 0.0% |
| All | +216.5% | +29.5% | +187.0% | +158.1% |
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