+216.5%
QCOM vs EW
+236.3%
-19.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.0% |
| 7D | +0.4% | +11.0% | -10.6% | -3.5% |
| 30D | -6.6% | +19.1% | -25.7% | -12.5% |
| 3M | +3.7% | +14.4% | -10.7% | -1.7% |
| 6M | -13.3% | +22.8% | -36.1% | -20.7% |
| YTD | -1.8% | +19.8% | -21.6% | -9.3% |
| 1Y | -2.5% | +23.9% | -26.4% | -11.2% |
| 3Y | +47.0% | +52.2% | -5.3% | +17.1% |
| 5Y | +13.1% | -13.9% | +27.0% | +11.6% |
| All | +216.5% | +236.3% | -19.8% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling