+50,186.6%
QCOM vs EIX
+783.3%
+49,403.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +3.3% | -19.1% | +22.4% | +6.9% |
| 30D | +7.7% | -16.9% | +24.6% | +10.6% |
| 3M | -30.1% | -20.0% | -10.1% | -27.8% |
| 6M | +22.8% | -21.3% | +44.2% | +27.1% |
| YTD | +0.2% | -1.7% | +1.9% | -1.6% |
| 1Y | +7.9% | +9.6% | -1.7% | +3.2% |
| 3Y | +55.8% | -3.7% | +59.5% | +50.8% |
| 5Y | +30.1% | +22.6% | +7.5% | +18.6% |
| 10Y | +248.9% | +17.7% | +231.2% | +210.6% |
| All | +50,186.6% | +783.3% | +49,403.4% | +27,507.2% |
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