+62.3%
QCOM vs EOSE
-82.0%
+144.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.0% | +9.4% | +1.1% |
| 7D | +13.0% | -3.7% | +16.7% | +13.1% |
| 30D | +0.2% | -22.0% | +22.1% | +1.8% |
| 3M | +9.2% | -57.3% | +66.5% | +16.1% |
| 6M | -15.0% | -77.7% | +62.7% | -5.5% |
| YTD | +5.2% | -84.2% | +89.4% | +17.3% |
| 1Y | +2.4% | -89.5% | +91.9% | +17.0% |
| 3Y | +52.0% | +41.4% | +10.6% | +33.1% |
| 5Y | +19.7% | -83.0% | +102.7% | +4.4% |
| All | +62.3% | -82.0% | +144.3% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling