+52.6%
XOM vs QCOM
-0.4%
+53.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.3% | -9.9% | -4.1% |
| 7D | -7.0% | -5.3% | -1.7% | -7.3% |
| 30D | +3.2% | -4.2% | +7.4% | +3.0% |
| 3M | +10.7% | +7.0% | +3.6% | +11.6% |
| 6M | +11.6% | +3.8% | +7.8% | +13.2% |
| YTD | +43.5% | +2.8% | +40.6% | +49.1% |
| 1Y | +52.6% | +2.3% | +50.3% | +58.9% |
| All | +52.6% | -0.4% | +53.0% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 QCOM 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