+38.2%
QCOM vs EQX
+73.3%
-35.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.1% | +5.3% | +1.0% |
| 7D | +4.9% | -7.0% | +11.9% | +6.0% |
| 30D | +9.3% | +4.8% | +4.5% | +8.3% |
| 3M | -7.0% | +25.6% | -32.6% | -10.5% |
| 6M | +32.0% | -25.8% | +57.9% | +35.9% |
| YTD | +5.0% | -12.7% | +17.8% | +5.3% |
| 1Y | +13.6% | +14.1% | -0.5% | +9.2% |
| 3Y | +77.6% | +165.7% | -88.2% | +47.4% |
| 5Y | +38.2% | +81.2% | -43.0% | +12.7% |
| All | +38.2% | +73.3% | -35.1% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling