+282.9%
QCOM vs XBI
+160.4%
+122.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | +7.8% | -4.6% | +12.5% | +10.4% |
| 30D | +12.2% | -2.0% | +14.2% | +13.0% |
| 3M | -9.9% | +17.8% | -27.6% | -17.5% |
| 6M | +36.9% | +23.7% | +13.2% | +21.8% |
| YTD | +8.0% | +28.2% | -20.2% | -5.8% |
| 1Y | +15.0% | +64.0% | -49.0% | -11.6% |
| 3Y | +75.8% | +99.4% | -23.6% | +20.5% |
| 5Y | +42.2% | +19.3% | +22.8% | +20.9% |
| All | +282.9% | +160.4% | +122.5% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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