+47.0%
QCOM vs EWJ
+56.7%
-9.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.4% | -5.0% | +5.4% | +7.0% |
| 30D | -6.6% | -10.2% | +3.6% | +6.5% |
| 3M | +3.7% | -7.2% | +10.9% | +14.0% |
| 6M | -13.3% | -3.2% | -10.1% | -7.9% |
| YTD | -1.8% | +9.9% | -11.7% | -9.8% |
| 1Y | -2.5% | +11.0% | -13.5% | -11.4% |
| 3Y | +47.0% | +57.3% | -10.4% | -4.4% |
| All | +47.0% | +56.7% | -9.7% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling