+11,795.9%
QCOM vs EWJ
+136.0%
+11,659.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +2.1% |
| 7D | +5.5% | -2.4% | +7.9% | +7.7% |
| 30D | -1.1% | -7.6% | +6.5% | +5.4% |
| 3M | +7.6% | -5.9% | +13.5% | +13.2% |
| 6M | -20.1% | -1.5% | -18.6% | -17.9% |
| YTD | +3.0% | +12.6% | -9.5% | -4.4% |
| 1Y | +3.2% | +12.7% | -9.4% | -4.2% |
| 3Y | +48.9% | +63.1% | -14.2% | +7.0% |
| 5Y | +21.1% | +48.2% | -27.2% | -5.2% |
| 10Y | +242.8% | +123.1% | +119.6% | +109.2% |
| All | +11,795.9% | +136.0% | +11,659.9% | +5,722.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling