+230.9%
QCOM vs EXPE
+119.8%
+111.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +5.8% | -13.3% | +19.1% | +9.9% |
| 30D | -2.3% | -5.5% | +3.2% | -1.2% |
| 3M | +2.7% | -16.5% | +19.2% | +6.8% |
| 6M | -21.0% | +13.1% | -34.1% | -25.4% |
| YTD | +1.8% | -8.0% | +9.8% | +0.5% |
| 1Y | +2.4% | +1.1% | +1.3% | -1.9% |
| 3Y | +52.1% | +131.2% | -79.0% | +9.1% |
| 5Y | +14.6% | +39.8% | -25.1% | -9.1% |
| 10Y | +230.9% | +118.5% | +112.4% | +95.0% |
| All | +230.9% | +119.8% | +111.1% | +95.0% |
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