+269.7%
QCOM vs EQX
+244.1%
+25.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +1.1% |
| 7D | +4.4% | +1.7% | +2.6% | +4.1% |
| 30D | +9.4% | +11.1% | -1.7% | +7.8% |
| 3M | -13.7% | +23.1% | -36.8% | -16.1% |
| 6M | +28.9% | -21.8% | +50.7% | +31.3% |
| YTD | +4.7% | -8.1% | +12.8% | +4.4% |
| 1Y | +13.5% | +29.7% | -16.2% | +8.5% |
| 3Y | +77.1% | +179.9% | -102.8% | +52.6% |
| 5Y | +38.9% | +82.5% | -43.6% | +18.5% |
| All | +269.7% | +244.1% | +25.6% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling