+3,312.0%
XOM vs QCOM
+53,144.6%
-49,832.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +1.8% | +3.3% | -1.6% | +1.4% |
| 30D | +5.9% | +7.7% | -1.8% | +4.9% |
| 3M | +5.6% | -30.1% | +35.6% | +9.3% |
| 6M | +7.9% | +22.8% | -15.0% | +3.6% |
| YTD | +35.2% | +0.2% | +35.0% | +32.8% |
| 1Y | +46.0% | +7.9% | +38.1% | +41.8% |
| 3Y | +55.0% | +55.8% | -0.8% | +42.0% |
| 5Y | +246.3% | +30.1% | +216.2% | +219.0% |
| 10Y | +181.0% | +248.9% | -67.9% | +127.3% |
| All | +3,312.0% | +53,144.6% | -49,832.6% | +1,935.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling