+191.3%
XOM vs QCOM
+272.6%
-81.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.0% |
| 7D | 0.0% | +4.4% | -4.3% | -0.7% |
| 30D | +3.4% | +9.4% | -5.9% | +1.8% |
| 3M | +11.0% | -13.7% | +24.7% | +13.0% |
| 6M | +10.6% | +28.9% | -18.3% | +2.0% |
| YTD | +39.2% | +4.7% | +34.5% | +33.6% |
| 1Y | +52.7% | +13.5% | +39.2% | +43.4% |
| 3Y | +56.8% | +77.1% | -20.3% | +27.9% |
| 5Y | +261.8% | +38.9% | +222.9% | +199.1% |
| 10Y | +191.3% | +281.8% | -90.5% | +78.7% |
| All | +191.3% | +272.6% | -81.3% | +78.7% |
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