+46,613.4%
QCOM vs EXC
+2,047.6%
+44,565.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.6% | -10.1% | -9.7% |
| 7D | -15.5% | +1.4% | -16.8% | -15.8% |
| 30D | -13.4% | +11.6% | -25.0% | -16.5% |
| 3M | 0.0% | +2.7% | -2.6% | -1.0% |
| 6M | -15.2% | +2.7% | -17.9% | -16.6% |
| YTD | -6.9% | +9.7% | -16.6% | -10.8% |
| 1Y | -11.0% | +4.5% | -15.5% | -13.4% |
| 3Y | +39.8% | +28.5% | +11.3% | +24.1% |
| 5Y | +7.2% | +43.9% | -36.8% | -9.1% |
| 10Y | +207.7% | +183.7% | +23.9% | +105.2% |
| All | +46,613.4% | +2,047.6% | +44,565.9% | +15,064.7% |
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