+10.9%
QCOM vs EXPE
+28.7%
-17.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.9% | +11.1% | +3.6% |
| 7D | +5.1% | -9.8% | +14.8% | +5.7% |
| 30D | +4.3% | -11.5% | +15.8% | +4.9% |
| 3M | -19.6% | +21.7% | -41.3% | -21.7% |
| 6M | +29.5% | +10.4% | +19.1% | +27.0% |
| YTD | +3.4% | -2.5% | +5.9% | +4.0% |
| 1Y | +10.9% | +27.3% | -16.4% | +8.4% |
| All | +10.9% | +28.7% | -17.8% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling