+31.2%
QCOM vs EXE
+191.4%
-160.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +3.3% | -0.3% | +3.6% | +3.4% |
| 30D | +7.7% | +8.5% | -0.8% | +5.9% |
| 3M | -30.1% | +5.5% | -35.5% | -31.0% |
| 6M | +22.8% | -5.9% | +28.7% | +23.9% |
| YTD | +0.2% | -9.7% | +9.9% | +1.6% |
| 1Y | +7.9% | +3.6% | +4.3% | +5.7% |
| 3Y | +55.8% | +18.0% | +37.8% | +46.4% |
| 5Y | +30.1% | +109.4% | -79.4% | +13.2% |
| All | +31.2% | +191.4% | -160.2% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling