+504.5%
QCOM vs ET
+1,312.4%
-807.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.8% |
| 7D | +5.5% | -1.9% | +7.4% | +6.0% |
| 30D | -1.1% | -3.1% | +1.9% | -0.5% |
| 3M | +7.6% | -3.9% | +11.5% | +8.4% |
| 6M | -20.1% | +4.0% | -24.1% | -21.1% |
| YTD | +3.0% | +26.4% | -23.4% | -3.0% |
| 1Y | +3.2% | +24.9% | -21.6% | -2.5% |
| 3Y | +48.9% | +85.2% | -36.3% | +28.7% |
| 5Y | +21.1% | +218.3% | -197.2% | -7.2% |
| 10Y | +242.8% | +172.0% | +70.8% | +154.0% |
| All | +504.5% | +1,312.4% | -807.9% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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