+62.1%
QCOM vs EOSE
-60.2%
+122.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.1% | +0.6% |
| 7D | +4.9% | +14.0% | -9.1% | +3.7% |
| 30D | +9.3% | -5.9% | +15.2% | +9.5% |
| 3M | -7.0% | -34.3% | +27.3% | -4.5% |
| 6M | +32.0% | -37.8% | +69.8% | +35.2% |
| YTD | +5.0% | -65.2% | +70.2% | +10.4% |
| 1Y | +13.6% | -41.9% | +55.5% | +13.7% |
| 3Y | +77.6% | +44.6% | +33.0% | +54.7% |
| 5Y | +38.2% | -69.2% | +107.4% | +14.4% |
| All | +62.1% | -60.2% | +122.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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