+8,600.9%
QCOM vs XLI
+1,121.5%
+7,479.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.3% |
| 7D | +3.3% | -1.1% | +4.4% | +4.4% |
| 30D | +7.7% | -5.9% | +13.6% | +14.4% |
| 3M | -30.1% | -0.3% | -29.8% | -29.6% |
| 6M | +22.8% | +0.1% | +22.7% | +23.2% |
| YTD | +0.2% | +13.6% | -13.4% | -11.5% |
| 1Y | +7.9% | +17.2% | -9.3% | -7.4% |
| 3Y | +55.8% | +68.2% | -12.4% | -4.9% |
| 5Y | +30.1% | +80.7% | -50.7% | -24.5% |
| 10Y | +248.9% | +253.3% | -4.4% | +2.5% |
| All | +8,600.9% | +1,121.5% | +7,479.3% | +615.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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