+13.5%
QCOM vs XYZ
+5.0%
+8.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +4.4% | -3.7% | +8.1% | +5.3% |
| 30D | +9.4% | +0.5% | +8.8% | +9.0% |
| 3M | -13.7% | +16.3% | -29.9% | -17.6% |
| 6M | +28.9% | +21.1% | +7.7% | +21.1% |
| YTD | +4.7% | +22.0% | -17.2% | -0.7% |
| 1Y | +13.5% | +5.2% | +8.3% | +18.0% |
| All | +13.5% | +5.0% | +8.5% | +18.0% |
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