+30.9%
QCOM vs EXPE
+111.8%
-80.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | +3.3% | -9.5% | +12.9% | +6.4% |
| 30D | +7.7% | -6.6% | +14.3% | +9.6% |
| 3M | -30.1% | +31.4% | -61.4% | -36.6% |
| 6M | +22.8% | +35.2% | -12.3% | +8.6% |
| YTD | +0.2% | +5.8% | -5.6% | -4.4% |
| 1Y | +7.9% | +38.7% | -30.8% | -7.6% |
| 3Y | +55.8% | +175.8% | -120.0% | -1.9% |
| All | +30.9% | +111.8% | -80.9% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling