+2.4%
QCOM vs XYZ
+24.9%
-22.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.4% | +1.4% |
| 7D | +13.0% | -2.1% | +15.1% | +13.6% |
| 30D | +0.2% | +7.0% | -6.9% | -1.5% |
| 3M | +9.2% | +5.1% | +4.1% | +7.6% |
| 6M | -15.0% | +14.1% | -29.1% | -18.5% |
| YTD | +5.2% | +26.4% | -21.2% | -0.5% |
| 1Y | +2.4% | +25.1% | -22.7% | -3.1% |
| All | +2.4% | +24.9% | -22.6% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling