+373.4%
QCOM vs EXEL
+273.2%
+100.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +3.3% | +8.4% | -5.0% | +2.0% |
| 30D | +7.7% | +4.1% | +3.6% | +6.9% |
| 3M | -30.1% | +12.4% | -42.5% | -31.6% |
| 6M | +22.8% | +41.5% | -18.7% | +15.7% |
| YTD | +0.2% | +34.6% | -34.4% | -5.0% |
| 1Y | +7.9% | +57.9% | -50.0% | -0.7% |
| 3Y | +55.8% | +159.5% | -103.7% | +29.6% |
| 5Y | +30.1% | +198.5% | -168.4% | +4.7% |
| 10Y | +248.9% | +411.4% | -162.5% | +136.4% |
| All | +373.4% | +273.2% | +100.2% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling