+14.1%
QCOM vs EXE
+76.7%
-62.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.5% | -2.8% |
| 7D | +4.3% | +5.3% | -1.1% | +3.1% |
| 30D | -0.1% | -2.2% | +2.1% | +0.3% |
| 3M | +5.2% | -5.9% | +11.1% | +6.4% |
| 6M | -18.4% | -5.7% | -12.6% | -17.8% |
| YTD | +2.4% | -17.8% | +20.2% | +6.0% |
| 1Y | +0.9% | -23.1% | +24.0% | +6.2% |
| 3Y | +48.4% | +21.2% | +27.2% | +36.5% |
| All | +14.1% | +76.7% | -62.6% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling