+37.8%
QCOM vs QXO
-69.4%
+107.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.4% |
| 7D | +4.4% | -3.9% | +8.2% | +4.5% |
| 30D | +9.4% | -17.4% | +26.7% | +9.9% |
| 3M | -13.7% | -22.5% | +8.8% | -13.1% |
| 6M | +28.9% | -41.4% | +70.3% | +30.4% |
| YTD | +4.7% | -34.1% | +38.9% | +5.7% |
| 1Y | +13.5% | -40.8% | +54.3% | +14.7% |
| 3Y | +77.1% | -43.9% | +121.0% | +69.9% |
| All | +37.8% | -69.4% | +107.2% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling