+216.5%
QCOM vs EXPD
+304.0%
-87.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +6.8% |
| 7D | +0.4% | -7.2% | +7.5% | +4.7% |
| 30D | -6.6% | -3.3% | -3.3% | -4.9% |
| 3M | +3.7% | +3.4% | +0.3% | +1.3% |
| 6M | -13.3% | +22.7% | -36.0% | -23.7% |
| YTD | -1.8% | +24.5% | -26.3% | -15.7% |
| 1Y | -2.5% | +38.6% | -41.2% | -21.9% |
| 3Y | +47.0% | +71.5% | -24.5% | -0.2% |
| 5Y | +13.1% | +56.2% | -43.1% | -19.9% |
| All | +216.5% | +304.0% | -87.5% | +31.1% |
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