+36.2%
QCOM vs EWZ
+60.6%
-24.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.4% |
| 7D | +5.1% | +5.6% | -0.5% | +2.9% |
| 30D | +4.3% | +9.3% | -5.0% | +0.7% |
| 3M | -19.6% | +15.7% | -35.3% | -24.2% |
| 6M | +29.5% | +7.4% | +22.0% | +25.5% |
| YTD | +3.4% | +22.7% | -19.3% | -5.2% |
| 1Y | +10.9% | +36.4% | -25.5% | -2.4% |
| 3Y | +74.8% | +50.4% | +24.4% | +47.0% |
| 5Y | +36.2% | +67.6% | -31.5% | +14.5% |
| All | +36.2% | +60.6% | -24.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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