+199.9%
QCOM vs EXPD
+313.3%
-113.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.5% | -5.0% | -6.9% |
| 7D | -15.5% | -4.8% | -10.7% | -13.0% |
| 30D | -13.4% | -1.5% | -11.9% | -12.6% |
| 3M | 0.0% | +4.1% | -4.1% | -2.6% |
| 6M | -15.2% | +24.0% | -39.2% | -25.8% |
| YTD | -6.9% | +27.4% | -34.3% | -21.1% |
| 1Y | -11.0% | +38.4% | -49.3% | -28.4% |
| 3Y | +39.8% | +73.2% | -33.4% | -5.5% |
| 5Y | +7.2% | +59.9% | -52.7% | -25.0% |
| All | +199.9% | +313.3% | -113.4% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling