+32.0%
QCOM vs EWJ
+52.2%
-20.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.4% |
| 7D | +3.3% | +2.5% | +0.8% | +0.3% |
| 30D | +7.7% | +3.3% | +4.4% | +3.5% |
| 3M | -30.1% | +5.0% | -35.0% | -33.6% |
| 6M | +22.8% | +11.5% | +11.3% | +8.9% |
| YTD | +0.2% | +22.4% | -22.2% | -21.2% |
| 1Y | +7.9% | +30.2% | -22.4% | -21.3% |
| 3Y | +55.8% | +72.8% | -17.0% | -21.2% |
| All | +32.0% | +52.2% | -20.2% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling