+12.0%
QCOM vs EWJ
+28.0%
-16.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.5% |
| 7D | +5.1% | +2.9% | +2.2% | +1.7% |
| 30D | +4.3% | +1.1% | +3.2% | +2.9% |
| 3M | -19.6% | +7.1% | -26.7% | -25.2% |
| 6M | +29.5% | +16.2% | +13.3% | +14.4% |
| YTD | +3.4% | +22.0% | -18.6% | -15.4% |
| All | +12.0% | +28.0% | -16.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling