+53.4%
XOM vs QCOM
+74.7%
-21.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | +0.7% |
| 7D | -2.4% | +5.1% | -7.4% | -2.5% |
| 30D | +5.7% | +4.3% | +1.4% | +5.5% |
| 3M | +6.6% | -19.6% | +26.2% | +7.4% |
| 6M | +7.7% | +29.5% | -21.8% | +4.0% |
| YTD | +36.2% | +3.4% | +32.8% | +34.5% |
| 1Y | +50.5% | +10.9% | +39.6% | +47.1% |
| 3Y | +53.4% | +74.8% | -21.4% | +36.1% |
| All | +53.4% | +74.7% | -21.4% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling