+51,614.1%
QCOM vs ENB
+8,723.1%
+42,891.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +5.5% | -2.4% | +7.9% | +6.3% |
| 30D | -1.1% | +2.5% | -3.6% | -1.9% |
| 3M | +7.6% | -5.8% | +13.4% | +9.2% |
| 6M | -20.1% | -8.5% | -11.6% | -18.4% |
| YTD | +3.0% | +3.9% | -0.9% | +1.1% |
| 1Y | +3.2% | +3.7% | -0.4% | +1.3% |
| 3Y | +48.9% | +70.1% | -21.2% | +25.9% |
| 5Y | +21.1% | +53.2% | -32.1% | +5.7% |
| 10Y | +242.8% | +100.2% | +142.6% | +172.0% |
| All | +51,614.1% | +8,723.1% | +42,891.0% | +31,545.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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