+271.5%
QCOM vs EW
+6,974.1%
-6,702.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.3% | -0.3% | +3.7% | +3.4% |
| 30D | +7.7% | +1.0% | +6.7% | +7.3% |
| 3M | -30.1% | +2.8% | -32.9% | -30.8% |
| 6M | +22.8% | +5.5% | +17.4% | +20.3% |
| YTD | +0.2% | +5.5% | -5.3% | -2.0% |
| 1Y | +7.9% | +11.0% | -3.2% | +3.8% |
| 3Y | +55.8% | +17.7% | +38.1% | +42.9% |
| 5Y | +30.1% | -25.7% | +55.8% | +34.4% |
| 10Y | +248.9% | +132.8% | +116.1% | +159.1% |
| All | +271.5% | +6,974.1% | -6,702.6% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling