+597.3%
QCOM vs EXPE
+851.4%
-254.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +3.3% | -9.5% | +12.9% | +6.0% |
| 30D | +7.7% | -6.6% | +14.3% | +9.3% |
| 3M | -30.1% | +31.4% | -61.4% | -35.6% |
| 6M | +22.8% | +35.2% | -12.3% | +11.1% |
| YTD | +0.2% | +5.8% | -5.6% | -3.9% |
| 1Y | +7.9% | +38.7% | -30.8% | -4.6% |
| 3Y | +55.8% | +175.8% | -120.0% | +11.1% |
| 5Y | +30.1% | +111.8% | -81.8% | -3.3% |
| 10Y | +248.9% | +179.7% | +69.2% | +120.8% |
| All | +597.3% | +851.4% | -254.1% | +112.9% |
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