+275.5%
QCOM vs QXO
-6.3%
+281.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.6% |
| 7D | +4.3% | +9.0% | -4.7% | +4.1% |
| 30D | -0.1% | +22.0% | -22.1% | -0.3% |
| 3M | +5.2% | -15.4% | +20.6% | +5.4% |
| 6M | -18.4% | -26.0% | +7.6% | -18.1% |
| YTD | +2.4% | -34.7% | +37.1% | +2.8% |
| 1Y | +0.9% | -28.0% | +28.9% | +1.1% |
| 3Y | +48.4% | -47.0% | +95.4% | +46.0% |
| 5Y | +16.6% | -64.2% | +80.8% | +14.6% |
| 10Y | +237.8% | +48.1% | +189.7% | +229.2% |
| All | +275.5% | -6.3% | +281.8% | +267.2% |
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