+17.7%
QCOM vs EW
-12.6%
+30.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +5.5% | +9.3% | -3.7% | +2.3% |
| 30D | -1.1% | +22.1% | -23.2% | -7.7% |
| 3M | +7.6% | +13.0% | -5.4% | +2.9% |
| 6M | -20.1% | +30.1% | -50.1% | -27.8% |
| YTD | +3.0% | +22.0% | -19.0% | -4.9% |
| 1Y | +3.2% | +23.7% | -20.5% | -5.2% |
| 3Y | +48.9% | +62.0% | -13.1% | +15.5% |
| All | +17.7% | -12.6% | +30.3% | +15.1% |
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 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