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  • QCOM vs IDXX✓SelectedUSD · IDXXQCOM vs IDXX performance historyLatest closeAs of+1.33%09/09
Stock and ETF performance explorer

QCOM vs IDXX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+52,469.4%
IDXX return
+33,889.3%
Excess return
+18,580.1%
Maximum drawdown
-86.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIDXXExcessAlpha
1D+1.3%-1.0%+2.3%+1.6%
7D+4.4%-4.4%+8.8%+5.5%
30D+9.4%-13.5%+22.9%+13.4%
3M-13.7%-11.0%-2.6%-11.2%
6M+28.9%-15.6%+44.5%+33.9%
YTD+4.7%-23.9%+28.6%+11.6%
1Y+13.5%-21.4%+34.9%+19.5%
3Y+77.1%+10.6%+66.5%+67.1%
5Y+38.9%-23.9%+62.8%+42.6%
10Y+281.8%+368.4%-86.7%+158.8%
All+52,469.4%+33,889.3%+18,580.1%+16,207.6%

Cumulative growth

Daily Returns

Daily percentage return beside IDXX.

Daily Out/Under-Performance

Portfolio return minus IDXX return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IDXX 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 IDXX 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