+251.9%
QCOM vs EXC
+201.2%
+50.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +13.0% | -1.9% | +14.9% | +13.7% |
| 30D | +0.2% | +7.8% | -7.6% | -2.4% |
| 3M | +9.2% | +1.9% | +7.4% | +8.3% |
| 6M | -15.0% | +3.4% | -18.4% | -16.5% |
| YTD | +5.2% | +7.6% | -2.4% | +0.9% |
| 1Y | +2.4% | +2.1% | +0.3% | 0.0% |
| 3Y | +52.0% | +29.6% | +22.4% | +31.1% |
| 5Y | +19.7% | +39.5% | -19.8% | -1.9% |
| All | +251.9% | +201.2% | +50.7% | +112.0% |
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