+279.0%
QCOM vs QXO
-1.4%
+280.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.2% |
| 7D | +5.1% | +2.9% | +2.2% | +5.0% |
| 30D | +4.3% | -18.0% | +22.3% | +4.5% |
| 3M | -19.6% | -14.7% | -4.9% | -19.5% |
| 6M | +29.5% | -39.2% | +68.7% | +30.1% |
| YTD | +3.4% | -31.3% | +34.7% | +3.7% |
| 1Y | +10.9% | -39.7% | +50.6% | +11.4% |
| 3Y | +74.8% | -41.5% | +116.3% | +71.8% |
| 5Y | +36.2% | -67.0% | +103.2% | +33.9% |
| 10Y | +263.7% | +44.7% | +219.0% | +254.4% |
| All | +279.0% | -1.4% | +280.5% | +270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling