+50,186.6%
QCOM vs ETN
+17,894.5%
+32,292.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -1.6% |
| 7D | +3.3% | +2.0% | +1.3% | +2.3% |
| 30D | +7.7% | -7.9% | +15.6% | +11.9% |
| 3M | -30.1% | -1.6% | -28.4% | -29.8% |
| 6M | +22.8% | +16.9% | +6.0% | +13.2% |
| YTD | +0.2% | +30.1% | -29.9% | -12.7% |
| 1Y | +7.9% | +19.3% | -11.4% | -2.3% |
| 3Y | +55.8% | +82.5% | -26.7% | +13.2% |
| 5Y | +30.1% | +166.8% | -136.8% | -21.2% |
| 10Y | +248.9% | +649.7% | -400.8% | +27.7% |
| All | +50,186.6% | +17,894.5% | +32,292.2% | +5,574.5% |
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