+76.6%
XOM vs QCOM
+50.9%
+25.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.7% |
| 7D | -8.3% | +5.8% | -14.1% | -8.4% |
| 30D | -2.5% | -2.3% | -0.2% | -2.5% |
| 3M | +8.3% | +2.7% | +5.6% | +8.1% |
| 6M | +15.5% | -21.0% | +36.5% | +15.9% |
| YTD | +39.6% | +1.8% | +37.8% | +37.9% |
| 1Y | +44.6% | +2.4% | +42.2% | +42.7% |
| 3Y | +76.6% | +52.1% | +24.4% | +65.3% |
| All | +76.6% | +50.9% | +25.7% | +65.3% |
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