+245.8%
QCOM vs XLC
+128.7%
+117.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.1% |
| 7D | +0.4% | +4.9% | -4.5% | -4.3% |
| 30D | -6.6% | -5.8% | -0.8% | -0.6% |
| 3M | +3.7% | -5.4% | +9.1% | +9.7% |
| 6M | -13.3% | -10.2% | -3.1% | -4.1% |
| YTD | -1.8% | -10.2% | +8.4% | +8.4% |
| 1Y | -2.5% | -5.6% | +3.1% | +2.2% |
| 3Y | +47.0% | +61.0% | -14.0% | -10.9% |
| 5Y | +13.1% | +35.2% | -22.1% | -17.7% |
| All | +245.8% | +128.7% | +117.0% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling