+47.0%
QCOM vs EW
+51.9%
-5.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.2% |
| 7D | +0.4% | +11.0% | -10.6% | -2.4% |
| 30D | -6.6% | +19.1% | -25.7% | -10.7% |
| 3M | +3.7% | +14.4% | -10.7% | 0.0% |
| 6M | -13.3% | +22.8% | -36.1% | -18.4% |
| YTD | -1.8% | +19.8% | -21.6% | -7.0% |
| 1Y | -2.5% | +23.9% | -26.4% | -8.5% |
| 3Y | +47.0% | +52.2% | -5.3% | +27.9% |
| All | +47.0% | +51.9% | -5.0% | +27.9% |
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 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