+583.6%
QCOM vs EXPE
+727.6%
-144.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.9% | +10.4% | +6.8% |
| 7D | +0.4% | -9.3% | +9.7% | +2.8% |
| 30D | -6.6% | +0.1% | -6.8% | -7.1% |
| 3M | +3.7% | -15.3% | +19.0% | +7.3% |
| 6M | -13.3% | +5.5% | -18.8% | -16.5% |
| YTD | -1.8% | -8.0% | +6.2% | -3.0% |
| 1Y | -2.5% | +18.9% | -21.4% | -10.7% |
| 3Y | +47.0% | +135.5% | -88.6% | +9.0% |
| 5Y | +13.1% | +44.3% | -31.2% | -7.6% |
| 10Y | +224.7% | +117.7% | +107.0% | +117.6% |
| All | +583.6% | +727.6% | -144.0% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling