+38.9%
QCOM vs EOSE
-69.1%
+108.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.6% |
| 7D | +4.4% | +15.0% | -10.6% | +3.0% |
| 30D | +9.4% | +2.5% | +6.9% | +8.7% |
| 3M | -13.7% | -33.7% | +20.0% | -11.3% |
| 6M | +28.9% | -32.7% | +61.6% | +31.4% |
| YTD | +4.7% | -63.8% | +68.5% | +10.0% |
| 1Y | +13.5% | -40.5% | +54.0% | +13.3% |
| 3Y | +77.1% | +50.4% | +26.7% | +52.8% |
| 5Y | +38.9% | -68.6% | +107.5% | +15.2% |
| All | +38.9% | -69.1% | +108.0% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling