+281.4%
QCOM vs EQX
+232.0%
+49.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.7% |
| 7D | +7.8% | -3.2% | +11.0% | +8.2% |
| 30D | +12.2% | +7.8% | +4.4% | +11.0% |
| 3M | -9.9% | +21.3% | -31.2% | -12.2% |
| 6M | +36.9% | -22.4% | +59.3% | +39.6% |
| YTD | +8.0% | -11.3% | +19.4% | +8.1% |
| 1Y | +15.0% | +13.5% | +1.5% | +11.6% |
| 3Y | +75.8% | +162.1% | -86.3% | +52.5% |
| 5Y | +42.2% | +84.2% | -42.0% | +21.5% |
| All | +281.4% | +232.0% | +49.3% | +298.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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