+1,178.8%
QCOM vs XPO
+10,043.1%
-8,864.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.3% | -2.6% | +2.7% |
| 7D | +5.8% | -1.9% | +7.7% | +6.2% |
| 30D | -2.3% | +2.5% | -4.8% | -2.7% |
| 3M | +2.7% | -7.2% | +9.9% | +3.8% |
| 6M | -21.0% | -8.1% | -13.0% | -20.3% |
| YTD | +1.8% | +38.3% | -36.5% | -4.1% |
| 1Y | +2.4% | +33.6% | -31.1% | -3.0% |
| 3Y | +52.1% | +133.1% | -80.9% | +30.4% |
| 5Y | +14.6% | +308.9% | -294.3% | -11.1% |
| 10Y | +230.9% | +1,371.8% | -1,140.9% | +122.3% |
| All | +1,178.8% | +10,043.1% | -8,864.3% | +587.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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