+230.9%
QCOM vs EXC
+176.1%
+54.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | +5.8% | -1.7% | +7.5% | +6.3% |
| 30D | -2.3% | +9.3% | -11.6% | -5.2% |
| 3M | +2.7% | +1.0% | +1.7% | +2.1% |
| 6M | -21.0% | +5.9% | -27.0% | -23.1% |
| YTD | +1.8% | +7.6% | -5.8% | -2.3% |
| 1Y | +2.4% | +2.4% | 0.0% | 0.0% |
| 3Y | +52.1% | +30.2% | +21.9% | +31.0% |
| 5Y | +14.6% | +41.4% | -26.7% | -6.6% |
| 10Y | +230.9% | +183.8% | +47.1% | +99.9% |
| All | +230.9% | +176.1% | +54.8% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling