+629.4%
QCOM vs EXR
+3,113.6%
-2,484.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.6% | -8.9% | -9.3% |
| 7D | -15.5% | +6.8% | -22.3% | -17.3% |
| 30D | -13.4% | +19.6% | -33.0% | -18.6% |
| 3M | 0.0% | +8.0% | -7.9% | -2.6% |
| 6M | -15.2% | +17.2% | -32.4% | -20.1% |
| YTD | -6.9% | +27.2% | -34.1% | -14.8% |
| 1Y | -11.0% | +26.1% | -37.0% | -18.3% |
| 3Y | +39.8% | +70.7% | -30.9% | +14.0% |
| 5Y | +7.2% | +1.0% | +6.2% | +2.9% |
| 10Y | +207.7% | +227.1% | -19.4% | +91.4% |
| All | +629.4% | +3,113.6% | -2,484.2% | +87.1% |
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