+1,133.6%
QCOM vs XPO
+9,445.4%
-8,311.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.3% | +5.5% |
| 7D | +0.4% | -6.7% | +7.0% | +1.5% |
| 30D | -6.6% | -1.9% | -4.7% | -6.4% |
| 3M | +3.7% | -9.9% | +13.6% | +5.3% |
| 6M | -13.3% | -16.4% | +3.0% | -11.2% |
| YTD | -1.8% | +30.2% | -32.0% | -6.6% |
| 1Y | -2.5% | +29.9% | -32.4% | -7.3% |
| 3Y | +47.0% | +122.6% | -75.7% | +26.9% |
| 5Y | +13.1% | +278.9% | -265.8% | -11.3% |
| 10Y | +224.7% | +1,375.3% | -1,150.6% | +119.2% |
| All | +1,133.6% | +9,445.4% | -8,311.8% | +570.0% |
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