+205.4%
XOM vs QCOM
+235.1%
-29.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.9% |
| 7D | +2.8% | +4.3% | -1.4% | +2.1% |
| 30D | -3.6% | -0.1% | -3.5% | -4.0% |
| 3M | +8.2% | +5.2% | +3.0% | +6.5% |
| 6M | +14.0% | -18.4% | +32.4% | +15.5% |
| YTD | +44.6% | +2.4% | +42.2% | +38.3% |
| 1Y | +47.8% | +0.9% | +46.9% | +41.7% |
| 3Y | +79.6% | +48.4% | +31.2% | +51.6% |
| 5Y | +214.3% | +16.6% | +197.7% | +170.6% |
| All | +205.4% | +235.1% | -29.7% | +88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling