+276.8%
QCOM vs XYZ
+586.4%
-309.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.2% | +6.4% | +4.1% |
| 7D | +5.1% | +2.9% | +2.2% | +4.1% |
| 30D | +4.3% | +1.4% | +2.9% | +3.7% |
| 3M | -19.6% | +14.6% | -34.2% | -23.1% |
| 6M | +29.5% | +20.8% | +8.7% | +21.6% |
| YTD | +3.4% | +23.1% | -19.7% | -4.3% |
| 1Y | +10.9% | +5.6% | +5.3% | +6.7% |
| 3Y | +74.8% | +50.9% | +23.9% | +43.5% |
| 5Y | +36.2% | -68.6% | +104.7% | +55.9% |
| All | +276.8% | +586.4% | -309.6% | +107.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling