+11,239.2%
QCOM vs EWJ
+130.5%
+11,108.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.4% | -5.0% | +5.4% | +4.6% |
| 30D | -6.6% | -10.2% | +3.6% | +1.7% |
| 3M | +3.7% | -7.2% | +10.9% | +10.4% |
| 6M | -13.3% | -3.2% | -10.1% | -9.8% |
| YTD | -1.8% | +9.9% | -11.7% | -7.2% |
| 1Y | -2.5% | +11.0% | -13.5% | -8.5% |
| 3Y | +47.0% | +57.3% | -10.4% | +8.5% |
| 5Y | +13.1% | +41.3% | -28.2% | -8.3% |
| 10Y | +224.7% | +117.5% | +107.2% | +102.0% |
| All | +11,239.2% | +130.5% | +11,108.8% | +5,550.4% |
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 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