+478.1%
QCOM vs XHB
+172.9%
+305.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.3% |
| 7D | +0.4% | +1.3% | -0.9% | -0.3% |
| 30D | -6.6% | +7.8% | -14.4% | -10.1% |
| 3M | +3.7% | -5.5% | +9.2% | +6.5% |
| 6M | -13.3% | -2.6% | -10.7% | -12.6% |
| YTD | -1.8% | +0.4% | -2.1% | -3.1% |
| 1Y | -2.5% | -1.0% | -1.5% | -3.2% |
| 3Y | +47.0% | +37.3% | +9.7% | +23.2% |
| 5Y | +13.1% | +33.7% | -20.6% | -3.8% |
| 10Y | +224.7% | +256.9% | -32.2% | +77.6% |
| All | +478.1% | +172.9% | +305.3% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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