+230.9%
QCOM vs EXEL
+445.6%
-214.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.5% | +3.1% |
| 7D | +5.8% | +2.3% | +3.5% | +5.5% |
| 30D | -2.3% | +19.8% | -22.1% | -5.3% |
| 3M | +2.7% | +32.7% | -30.0% | -2.3% |
| 6M | -21.0% | +49.0% | -70.0% | -26.6% |
| YTD | +1.8% | +63.7% | -61.9% | -7.2% |
| 1Y | +2.4% | +75.8% | -73.4% | -8.0% |
| 3Y | +52.1% | +241.3% | -189.2% | +18.2% |
| 5Y | +14.6% | +289.0% | -274.4% | -14.1% |
| 10Y | +230.9% | +377.6% | -146.8% | +135.5% |
| All | +230.9% | +445.6% | -214.7% | +135.5% |
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