+242.6%
QCOM vs EXPE
+123.5%
+119.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.3% |
| 7D | +4.3% | -0.5% | +4.8% | +4.4% |
| 30D | -0.1% | -6.1% | +6.0% | +1.2% |
| 3M | +5.2% | -21.3% | +26.5% | +11.3% |
| 6M | -18.4% | +19.0% | -37.4% | -24.0% |
| YTD | +2.4% | -8.4% | +10.8% | +1.2% |
| 1Y | +0.9% | -2.8% | +3.7% | -2.2% |
| 3Y | +48.4% | +120.8% | -72.4% | +7.9% |
| 5Y | +16.6% | +46.2% | -29.6% | -8.6% |
| All | +242.6% | +123.5% | +119.1% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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