+0.9%
QCOM vs XBI
+33.5%
-32.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | +4.3% | -1.1% | +5.4% | +4.7% |
| 30D | -0.1% | +2.6% | -2.7% | -0.3% |
| 3M | +5.2% | -4.0% | +9.3% | +6.8% |
| 6M | -18.4% | +10.9% | -29.3% | -22.2% |
| YTD | +2.4% | +23.6% | -21.2% | -6.1% |
| 1Y | +0.9% | +35.1% | -34.2% | -10.1% |
| All | +0.9% | +33.5% | -32.6% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling