+489.8%
QCOM vs XBI
+950.0%
-460.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +3.3% | +0.9% | +2.4% | +2.9% |
| 30D | +7.7% | +7.1% | +0.6% | +3.9% |
| 3M | -30.1% | +22.9% | -53.0% | -37.1% |
| 6M | +22.8% | +29.7% | -6.9% | +7.0% |
| YTD | +0.2% | +34.5% | -34.3% | -14.5% |
| 1Y | +7.9% | +76.1% | -68.2% | -19.6% |
| 3Y | +55.8% | +103.2% | -47.4% | +6.5% |
| 5Y | +30.1% | +22.8% | +7.2% | +10.0% |
| 10Y | +248.9% | +176.3% | +72.6% | +87.3% |
| All | +489.8% | +950.0% | -460.2% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling