+282.9%
QCOM vs QXO
+34.5%
+248.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +7.8% | -7.8% | +15.6% | +8.1% |
| 30D | +12.2% | -18.1% | +30.3% | +12.8% |
| 3M | -9.9% | -25.8% | +15.9% | -9.2% |
| 6M | +36.9% | -41.7% | +78.6% | +38.5% |
| YTD | +8.0% | -36.2% | +44.2% | +9.0% |
| 1Y | +15.0% | -42.1% | +57.1% | +16.3% |
| 3Y | +75.8% | -46.2% | +122.0% | +67.8% |
| 5Y | +42.2% | -70.7% | +112.9% | +35.9% |
| All | +282.9% | +34.5% | +248.4% | +255.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 10y: compounded portfolio wealth divided by compounded QXO 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…
10y analysis · Full analysis span regression · 6 months rolling