+50,186.6%
QCOM vs EXC
+1,914.2%
+48,272.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | +7.7% | -3.7% | +11.4% | +8.9% |
| 3M | -30.1% | -1.3% | -28.8% | -30.1% |
| 6M | +22.8% | -9.7% | +32.5% | +25.8% |
| YTD | +0.2% | +2.9% | -2.7% | -1.9% |
| 1Y | +7.9% | +4.4% | +3.5% | +4.9% |
| 3Y | +55.8% | +22.2% | +33.6% | +40.6% |
| 5Y | +30.1% | +46.7% | -16.6% | +9.6% |
| 10Y | +248.9% | +155.3% | +93.5% | +140.6% |
| All | +50,186.6% | +1,914.2% | +48,272.5% | +16,585.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling