+10.9%
QCOM vs EXE
+3.8%
+7.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | +5.1% | -1.8% | +6.8% | +5.1% |
| 30D | +4.3% | +6.4% | -2.1% | +4.2% |
| 3M | -19.6% | +9.2% | -28.9% | -19.7% |
| 6M | +29.5% | -7.0% | +36.5% | +30.8% |
| YTD | +3.4% | -9.5% | +12.8% | +5.3% |
| 1Y | +10.9% | +6.2% | +4.7% | +13.0% |
| All | +10.9% | +3.8% | +7.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXE 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling