+216.5%
QCOM vs EXEL
+461.0%
-244.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.3% | +5.3% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | -6.6% | +19.0% | -25.7% | -9.3% |
| 3M | +3.7% | +33.3% | -29.6% | -1.3% |
| 6M | -13.3% | +42.9% | -56.2% | -18.7% |
| YTD | -1.8% | +58.7% | -60.5% | -9.8% |
| 1Y | -2.5% | +70.5% | -73.0% | -11.7% |
| 3Y | +47.0% | +233.8% | -186.9% | +15.5% |
| 5Y | +13.1% | +259.3% | -246.2% | -13.5% |
| All | +216.5% | +461.0% | -244.6% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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