+74.8%
QCOM vs EOG
+21.8%
+52.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.1% |
| 7D | +5.1% | -2.0% | +7.1% | +5.5% |
| 30D | +4.3% | +7.9% | -3.6% | +2.5% |
| 3M | -19.6% | +4.5% | -24.1% | -20.8% |
| 6M | +29.5% | +12.3% | +17.2% | +23.6% |
| YTD | +3.4% | +41.9% | -38.5% | -10.1% |
| 1Y | +10.9% | +27.8% | -16.9% | +0.5% |
| 3Y | +74.8% | +21.8% | +53.0% | +58.8% |
| All | +74.8% | +21.8% | +52.9% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 3y: compounded portfolio wealth divided by compounded EOG 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…
3y analysis · Full analysis span regression · 6 months rolling