+14.1%
QCOM vs EXEL
+281.2%
-267.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.4% |
| 7D | +4.3% | -0.8% | +5.1% | +4.4% |
| 30D | -0.1% | +13.1% | -13.2% | -2.4% |
| 3M | +5.2% | +36.3% | -31.1% | -1.0% |
| 6M | -18.4% | +34.5% | -52.9% | -23.3% |
| YTD | +2.4% | +57.4% | -55.0% | -7.1% |
| 1Y | +0.9% | +62.9% | -62.0% | -9.3% |
| 3Y | +48.4% | +229.5% | -181.1% | +7.6% |
| All | +14.1% | +281.2% | -267.1% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling