+35.3%
QCOM vs EXE
+192.2%
-156.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | +5.1% | -1.8% | +6.8% | +5.4% |
| 30D | +4.3% | +6.4% | -2.1% | +2.9% |
| 3M | -19.6% | +9.2% | -28.9% | -21.3% |
| 6M | +29.5% | -7.0% | +36.5% | +30.9% |
| YTD | +3.4% | -9.5% | +12.8% | +4.8% |
| 1Y | +10.9% | +6.2% | +4.7% | +8.0% |
| 3Y | +74.8% | +20.7% | +54.0% | +63.4% |
| 5Y | +36.2% | +103.6% | -67.5% | +18.8% |
| All | +35.3% | +192.2% | -156.9% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling