+7.9%
QCOM vs EXPD
+57.8%
-50.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +3.3% | -1.1% | +4.5% | +3.7% |
| 30D | +7.7% | +4.1% | +3.6% | +6.5% |
| 3M | -30.1% | +17.9% | -48.0% | -33.3% |
| 6M | +22.8% | +29.2% | -6.4% | +13.4% |
| YTD | +0.2% | +27.4% | -27.2% | -7.3% |
| 1Y | +7.9% | +56.8% | -49.0% | -3.5% |
| All | +7.9% | +57.8% | -50.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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