+11.2%
QCOM vs ETR
+152.2%
-141.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.5% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | -6.6% | +7.5% | -14.2% | -7.9% |
| 3M | +3.7% | +4.4% | -0.7% | +2.8% |
| 6M | -13.3% | -1.5% | -11.8% | -13.2% |
| YTD | -1.8% | +21.8% | -23.6% | -5.7% |
| 1Y | -2.5% | +18.4% | -20.9% | -5.9% |
| 3Y | +47.0% | +148.5% | -101.6% | +19.1% |
| All | +11.2% | +152.2% | -141.0% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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