+33.3%
QCOM vs EXE
+155.8%
-122.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.3% |
| 7D | +5.8% | -3.9% | +9.7% | +6.6% |
| 30D | -2.3% | -2.6% | +0.3% | -1.8% |
| 3M | +2.7% | -6.9% | +9.6% | +3.9% |
| 6M | -21.0% | -9.3% | -11.7% | -19.9% |
| YTD | +1.8% | -20.7% | +22.6% | +5.8% |
| 1Y | +2.4% | -21.8% | +24.3% | +6.7% |
| 3Y | +52.1% | +16.2% | +35.9% | +43.0% |
| 5Y | +14.6% | +61.1% | -46.5% | +3.7% |
| All | +33.3% | +155.8% | -122.5% | +10.0% |
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 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