-2.5%
QCOM vs EXEL
+73.7%
-76.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.3% | +5.4% |
| 7D | +0.4% | +0.3% | +0.1% | +0.6% |
| 30D | -6.6% | +19.0% | -25.7% | -8.0% |
| 3M | +3.7% | +33.3% | -29.6% | +0.5% |
| 6M | -13.3% | +42.9% | -56.2% | -17.7% |
| YTD | -1.8% | +58.7% | -60.5% | -9.0% |
| 1Y | -2.5% | +70.5% | -73.0% | -11.2% |
| All | -2.5% | +73.7% | -76.2% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling