+242.6%
QCOM vs EXC
+205.3%
+37.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.1% |
| 7D | +4.3% | +1.4% | +2.9% | +3.8% |
| 30D | -0.1% | +8.6% | -8.7% | -2.9% |
| 3M | +5.2% | +2.4% | +2.8% | +4.2% |
| 6M | -18.4% | +6.5% | -24.8% | -20.6% |
| YTD | +2.4% | +9.0% | -6.6% | -2.2% |
| 1Y | +0.9% | +4.6% | -3.7% | -2.2% |
| 3Y | +48.4% | +33.5% | +14.9% | +26.5% |
| 5Y | +16.6% | +41.4% | -24.8% | -4.9% |
| All | +242.6% | +205.3% | +37.3% | +105.6% |
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