+230.9%
QCOM vs EW
+236.4%
-5.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.1% | +2.7% |
| 7D | +5.8% | +12.3% | -6.5% | +1.3% |
| 30D | -2.3% | +22.9% | -25.2% | -9.6% |
| 3M | +2.7% | +16.7% | -14.0% | -3.4% |
| 6M | -21.0% | +31.0% | -52.0% | -29.4% |
| YTD | +1.8% | +22.8% | -21.0% | -6.9% |
| 1Y | +2.4% | +25.6% | -23.1% | -7.2% |
| 3Y | +52.1% | +62.0% | -9.8% | +18.2% |
| 5Y | +14.6% | -12.8% | +27.4% | +12.6% |
| 10Y | +230.9% | +239.8% | -8.9% | +108.9% |
| All | +230.9% | +236.4% | -5.5% | +108.9% |
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