+48.4%
QCOM vs EW
+62.8%
-14.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.0% |
| 7D | +4.3% | +4.9% | -0.6% | +2.9% |
| 30D | -0.1% | +23.9% | -24.0% | -5.5% |
| 3M | +5.2% | +15.8% | -10.5% | +1.2% |
| 6M | -18.4% | +31.7% | -50.0% | -24.5% |
| YTD | +2.4% | +25.7% | -23.3% | -4.3% |
| 1Y | +0.9% | +24.4% | -23.5% | -5.5% |
| 3Y | +48.4% | +65.9% | -17.5% | +25.7% |
| All | +48.4% | +62.8% | -14.4% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling