+8,600.9%
QCOM vs XLB
+822.6%
+7,778.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | +3.3% | -1.4% | +4.7% | +4.4% |
| 30D | +7.7% | -0.4% | +8.1% | +7.9% |
| 3M | -30.1% | +2.0% | -32.0% | -31.1% |
| 6M | +22.8% | +1.8% | +21.0% | +21.6% |
| YTD | +0.2% | +16.6% | -16.4% | -10.5% |
| 1Y | +7.9% | +16.9% | -9.1% | -3.8% |
| 3Y | +55.8% | +32.6% | +23.3% | +28.1% |
| 5Y | +30.1% | +35.6% | -5.6% | +6.9% |
| 10Y | +248.9% | +160.0% | +88.9% | +82.4% |
| All | +8,600.9% | +822.6% | +7,778.3% | +1,808.0% |
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