+254.2%
XOM vs QCOM
+35.4%
+218.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | +0.5% |
| 7D | -2.4% | +5.1% | -7.4% | -2.8% |
| 30D | +5.7% | +4.3% | +1.4% | +5.2% |
| 3M | +6.6% | -19.6% | +26.2% | +8.4% |
| 6M | +7.7% | +29.5% | -21.8% | +2.2% |
| YTD | +36.2% | +3.4% | +32.8% | +33.2% |
| 1Y | +50.5% | +10.9% | +39.6% | +45.2% |
| 3Y | +53.4% | +74.8% | -21.4% | +33.3% |
| 5Y | +254.2% | +36.2% | +218.0% | +214.8% |
| All | +254.2% | +35.4% | +218.8% | +214.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling