-15.2%
QCOM vs EXPE
+10.2%
-25.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -13.7% | +4.2% | -9.5% |
| 7D | -15.5% | -3.6% | -11.8% | -14.2% |
| 30D | -13.4% | +4.8% | -18.2% | -10.7% |
| 3M | 0.0% | -14.6% | +14.7% | -1.6% |
| 6M | -15.2% | +10.0% | -25.2% | -9.4% |
| All | -15.2% | +10.2% | -25.4% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling