-2.5%
QCOM vs EXPD
+35.2%
-37.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +6.3% |
| 7D | +0.4% | -7.2% | +7.5% | +2.8% |
| 30D | -6.6% | -3.3% | -3.3% | -5.5% |
| 3M | +3.7% | +3.4% | +0.3% | +2.5% |
| 6M | -13.3% | +22.7% | -36.0% | -19.4% |
| YTD | -1.8% | +24.5% | -26.3% | -10.9% |
| 1Y | -2.5% | +38.6% | -41.2% | -11.6% |
| All | -2.5% | +35.2% | -37.7% | -11.6% |
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