+13.6%
QCOM vs ETN
+15.1%
-1.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +1.1% |
| 7D | +4.9% | +3.0% | +1.9% | +3.1% |
| 30D | +9.3% | -10.9% | +20.2% | +16.3% |
| 3M | -7.0% | +9.2% | -16.2% | -12.1% |
| 6M | +32.0% | +13.9% | +18.1% | +24.7% |
| YTD | +5.0% | +29.5% | -24.5% | -7.2% |
| 1Y | +13.6% | +14.2% | -0.6% | +9.1% |
| All | +13.6% | +15.1% | -1.5% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling