+685.2%
QCOM vs EXR
+2,662.2%
-1,977.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +3.3% | -2.6% | +5.9% | +4.2% |
| 30D | +7.7% | -7.2% | +14.9% | +10.4% |
| 3M | -30.1% | -3.5% | -26.6% | -29.6% |
| 6M | +22.8% | -5.3% | +28.1% | +24.6% |
| YTD | +0.2% | +9.4% | -9.2% | -3.4% |
| 1Y | +7.9% | +1.3% | +6.5% | +6.5% |
| 3Y | +55.8% | +22.4% | +33.4% | +42.1% |
| 5Y | +30.1% | -12.2% | +42.3% | +30.8% |
| 10Y | +248.9% | +148.6% | +100.3% | +137.6% |
| All | +685.2% | +2,662.2% | -1,977.1% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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