+21.1%
QCOM vs EXC
+41.1%
-20.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +5.5% | +0.1% | +5.5% | +5.5% |
| 30D | -1.1% | +9.0% | -10.2% | -1.6% |
| 3M | +7.6% | +3.3% | +4.3% | +7.4% |
| 6M | -20.1% | +5.7% | -25.7% | -20.5% |
| YTD | +3.0% | +7.3% | -4.3% | +1.7% |
| 1Y | +3.2% | +2.9% | +0.3% | +2.5% |
| 3Y | +48.9% | +29.3% | +19.6% | +38.9% |
| 5Y | +21.1% | +40.1% | -19.0% | +3.0% |
| All | +21.1% | +41.1% | -20.0% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling