+51,298.2%
QCOM vs ETN
+15,406.9%
+35,891.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.8% |
| 7D | +4.3% | +3.6% | +0.7% | +2.5% |
| 30D | -0.1% | -13.4% | +13.3% | +6.7% |
| 3M | +5.2% | -21.9% | +27.1% | +17.6% |
| 6M | -18.4% | -12.8% | -5.6% | -13.7% |
| YTD | +2.4% | +12.1% | -9.7% | -4.8% |
| 1Y | +0.9% | +0.8% | +0.1% | -1.4% |
| 3Y | +48.4% | +64.5% | -16.1% | +13.0% |
| 5Y | +16.6% | +121.7% | -105.2% | -23.3% |
| 10Y | +237.8% | +542.2% | -304.4% | +32.8% |
| All | +51,298.2% | +15,406.9% | +35,891.3% | +6,088.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling