+74.8%
QCOM vs EOSE
+36.5%
+38.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.8% | -7.7% | +2.3% |
| 7D | +5.1% | +41.4% | -36.4% | +1.9% |
| 30D | +4.3% | +3.6% | +0.7% | +3.6% |
| 3M | -19.6% | -35.7% | +16.1% | -17.5% |
| 6M | +29.5% | -29.9% | +59.3% | +31.6% |
| YTD | +3.4% | -62.5% | +65.8% | +7.4% |
| 1Y | +10.9% | -37.4% | +48.3% | +11.3% |
| 3Y | +74.8% | +55.8% | +19.0% | +65.7% |
| All | +74.8% | +36.5% | +38.3% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling