+188.5%
XOM vs QCOM
+235.2%
-46.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -7.3% | +5.5% | -12.9% | -8.3% |
| 30D | -2.6% | -1.1% | -1.5% | -2.9% |
| 3M | +3.6% | +7.6% | -4.0% | +1.5% |
| 6M | +15.3% | -20.1% | +35.3% | +17.0% |
| YTD | +39.4% | +3.0% | +36.4% | +33.2% |
| 1Y | +43.2% | +3.2% | +39.9% | +36.6% |
| 3Y | +74.9% | +48.9% | +26.1% | +47.7% |
| 5Y | +201.3% | +21.1% | +180.2% | +156.9% |
| 10Y | +188.5% | +242.8% | -54.3% | +77.6% |
| All | +188.5% | +235.2% | -46.7% | +77.6% |
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