+374.0%
QCOM vs XYZ
+638.9%
-264.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +3.3% | -1.0% | +4.3% | +3.5% |
| 30D | +7.7% | -1.7% | +9.4% | +8.0% |
| 3M | -30.1% | +16.7% | -46.8% | -33.2% |
| 6M | +22.8% | +26.9% | -4.0% | +14.1% |
| YTD | +0.2% | +27.1% | -27.0% | -7.8% |
| 1Y | +7.9% | +9.3% | -1.4% | +3.0% |
| 3Y | +55.8% | +42.3% | +13.6% | +31.1% |
| 5Y | +30.1% | -69.3% | +99.4% | +48.5% |
| 10Y | +248.9% | +586.8% | -337.9% | +91.5% |
| All | +374.0% | +638.9% | -264.9% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling