+254.0%
QCOM vs EXPE
+176.0%
+78.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | +3.3% | -9.5% | +12.9% | +6.2% |
| 30D | +7.7% | -6.6% | +14.3% | +9.4% |
| 3M | -30.1% | +31.4% | -61.4% | -36.0% |
| 6M | +22.8% | +35.2% | -12.3% | +10.1% |
| YTD | +0.2% | +5.8% | -5.6% | -4.1% |
| 1Y | +7.9% | +38.7% | -30.8% | -5.8% |
| 3Y | +55.8% | +175.8% | -120.0% | +6.6% |
| 5Y | +30.1% | +111.8% | -81.8% | -7.0% |
| All | +254.0% | +176.0% | +78.0% | +94.9% |
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