+381.7%
QCOM vs XYZ
+690.7%
-309.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +2.7% |
| 7D | +5.8% | +14.9% | -9.1% | +1.8% |
| 30D | -2.3% | +14.7% | -17.0% | -5.9% |
| 3M | +2.7% | +12.1% | -9.4% | -0.7% |
| 6M | -21.0% | +18.3% | -39.3% | -25.2% |
| YTD | +1.8% | +36.1% | -34.2% | -8.2% |
| 1Y | +2.4% | +35.3% | -32.9% | -7.7% |
| 3Y | +52.1% | +73.5% | -21.3% | +21.6% |
| 5Y | +14.6% | -61.6% | +76.3% | +23.9% |
| 10Y | +230.9% | +638.0% | -407.1% | +78.0% |
| All | +381.7% | +690.7% | -309.0% | +140.7% |
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