-25.0%
QCOM vs XBI
+15.7%
-40.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.3% |
| 7D | +2.0% | -1.8% | +3.7% | +2.9% |
| 30D | +1.2% | +3.2% | -2.0% | +0.3% |
| 3M | +9.1% | -1.1% | +10.2% | +8.7% |
| 6M | -25.0% | +16.1% | -41.1% | -33.8% |
| All | -25.0% | +15.7% | -40.7% | -33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling