+37.1%
QCOM vs ETN
+179.3%
-142.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.4% | +1.4% |
| 7D | +5.1% | +8.0% | -3.0% | 0.0% |
| 30D | +4.3% | -5.9% | +10.2% | +8.0% |
| 3M | -19.6% | +5.0% | -24.6% | -22.8% |
| 6M | +29.5% | +22.4% | +7.1% | +12.8% |
| YTD | +3.4% | +33.6% | -30.3% | -15.5% |
| 1Y | +10.9% | +22.1% | -11.2% | -4.5% |
| 3Y | +74.8% | +85.6% | -10.8% | +7.9% |
| All | +37.1% | +179.3% | -142.2% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling