+8,847.9%
QCOM vs XLB
+834.1%
+8,013.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +5.5% | +0.5% | +5.0% | +5.4% |
| 30D | -1.1% | +6.9% | -8.0% | -5.9% |
| 3M | +7.6% | -0.2% | +7.8% | +7.8% |
| 6M | -20.1% | +3.3% | -23.4% | -21.7% |
| YTD | +3.0% | +18.0% | -15.0% | -8.7% |
| 1Y | +3.2% | +24.2% | -21.0% | -11.9% |
| 3Y | +48.9% | +44.7% | +4.2% | +14.9% |
| 5Y | +21.1% | +31.6% | -10.5% | +1.7% |
| 10Y | +242.8% | +164.2% | +78.6% | +77.4% |
| All | +8,847.9% | +834.1% | +8,013.8% | +1,846.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling