+281.8%
QCOM vs XYZ
+580.4%
-298.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +4.4% | -3.7% | +8.1% | +5.4% |
| 30D | +9.4% | +0.5% | +8.8% | +9.0% |
| 3M | -13.7% | +16.3% | -29.9% | -17.7% |
| 6M | +28.9% | +21.1% | +7.7% | +20.9% |
| YTD | +4.7% | +22.0% | -17.2% | -2.8% |
| 1Y | +13.5% | +5.2% | +8.3% | +9.3% |
| 3Y | +77.1% | +49.6% | +27.5% | +45.7% |
| 5Y | +38.9% | -68.4% | +107.3% | +58.9% |
| 10Y | +281.8% | +604.5% | -322.7% | +110.3% |
| All | +281.8% | +580.4% | -298.6% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded XYZ 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling