+51,614.1%
QCOM vs EIX
+852.1%
+50,762.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +5.5% | +1.0% | +4.6% | +5.3% |
| 30D | -1.1% | +8.9% | -10.0% | -2.9% |
| 3M | +7.6% | -9.8% | +17.4% | +8.5% |
| 6M | -20.1% | -10.2% | -9.9% | -19.6% |
| YTD | +3.0% | +5.9% | -2.9% | -0.5% |
| 1Y | +3.2% | +10.9% | -7.6% | -1.4% |
| 3Y | +48.9% | +10.2% | +38.7% | +39.8% |
| 5Y | +21.1% | +17.0% | +4.0% | +11.5% |
| 10Y | +242.8% | +35.1% | +207.7% | +196.2% |
| All | +51,614.1% | +852.1% | +50,762.0% | +27,812.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling