+245.1%
QCOM vs EW
+7,833.4%
-7,588.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.5% | -11.0% | -9.9% |
| 7D | -15.5% | +6.8% | -22.2% | -17.0% |
| 30D | -13.4% | +16.6% | -30.0% | -17.2% |
| 3M | 0.0% | +13.3% | -13.3% | -3.8% |
| 6M | -15.2% | +21.6% | -36.8% | -20.6% |
| YTD | -6.9% | +18.3% | -25.2% | -12.1% |
| 1Y | -11.0% | +21.7% | -32.7% | -16.6% |
| 3Y | +39.8% | +50.3% | -10.6% | +19.3% |
| 5Y | +7.2% | -15.0% | +22.2% | +6.4% |
| 10Y | +207.7% | +237.5% | -29.8% | +108.3% |
| All | +245.1% | +7,833.4% | -7,588.3% | -2.6% |
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