+19.7%
QCOM vs XLB
+28.9%
-9.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.7% |
| 7D | +13.0% | 0.0% | +13.0% | +12.9% |
| 30D | +0.2% | +5.3% | -5.1% | -5.4% |
| 3M | +9.2% | 0.0% | +9.2% | +9.2% |
| 6M | -15.0% | +1.2% | -16.2% | -16.1% |
| YTD | +5.2% | +16.9% | -11.7% | -11.7% |
| 1Y | +2.4% | +20.9% | -18.5% | -17.3% |
| 3Y | +52.0% | +43.3% | +8.7% | +1.9% |
| 5Y | +19.7% | +28.3% | -8.6% | -8.2% |
| All | +19.7% | +28.9% | -9.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 5y: compounded portfolio wealth divided by compounded XLB 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…
5y analysis · Full analysis span regression · 6 months rolling