+19.7%
QCOM vs EW
-7.9%
+27.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +13.0% | +4.9% | +8.1% | +11.1% |
| 30D | +0.2% | +24.1% | -23.9% | -7.0% |
| 3M | +9.2% | +13.7% | -4.5% | +4.2% |
| 6M | -15.0% | +32.7% | -47.7% | -23.6% |
| YTD | +5.2% | +24.1% | -18.9% | -3.5% |
| 1Y | +2.4% | +23.6% | -21.3% | -6.0% |
| 3Y | +52.0% | +64.8% | -12.8% | +17.2% |
| 5Y | +19.7% | -8.8% | +28.5% | +17.5% |
| All | +19.7% | -7.9% | +27.6% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling