+245.8%
QCOM vs EXPE
+121.2%
+124.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.1% |
| 7D | +2.0% | -17.8% | +19.7% | +7.5% |
| 30D | +1.2% | -3.2% | +4.5% | +1.7% |
| 3M | +9.1% | -19.0% | +28.1% | +14.5% |
| 6M | -25.0% | +17.7% | -42.7% | -29.9% |
| YTD | +4.8% | -7.8% | +12.6% | +3.4% |
| 1Y | +3.6% | -1.4% | +5.0% | 0.0% |
| 3Y | +51.5% | +121.9% | -70.5% | +10.0% |
| 5Y | +19.7% | +44.3% | -24.5% | -5.8% |
| 10Y | +245.8% | +125.4% | +120.4% | +100.9% |
| All | +245.8% | +121.2% | +124.6% | +100.9% |
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