+19.7%
QCOM vs XLC
+41.0%
-21.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.3% |
| 7D | +13.0% | +3.1% | +9.9% | +9.6% |
| 30D | +0.2% | -4.2% | +4.4% | +4.7% |
| 3M | +9.2% | -2.1% | +11.4% | +11.6% |
| 6M | -15.0% | -6.6% | -8.4% | -9.5% |
| YTD | +5.2% | -7.8% | +13.0% | +13.1% |
| 1Y | +2.4% | -4.1% | +6.4% | +5.5% |
| 3Y | +52.0% | +62.6% | -10.7% | -8.8% |
| 5Y | +19.7% | +39.6% | -19.9% | -15.6% |
| All | +19.7% | +41.0% | -21.2% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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