+51,512.8%
QCOM vs EXPD
+31,416.4%
+20,096.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.2% | +8.6% | +6.5% |
| 7D | -5.3% | +0.3% | -5.6% | -5.5% |
| 30D | -4.2% | +1.8% | -6.0% | -4.9% |
| 3M | +7.0% | +8.9% | -1.9% | +3.6% |
| 6M | +3.8% | +42.2% | -38.4% | -8.7% |
| YTD | +2.8% | +33.4% | -30.5% | -8.2% |
| 1Y | +2.3% | +47.2% | -44.9% | -11.9% |
| 3Y | +54.4% | +81.3% | -26.9% | +22.2% |
| 5Y | +23.7% | +60.2% | -36.5% | +2.0% |
| 10Y | +240.0% | +339.5% | -99.6% | +100.6% |
| All | +51,512.8% | +31,416.4% | +20,096.4% | +11,257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling