+1,008.9%
BE vs QCOM
+264.9%
+744.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.2% | +6.5% | +7.4% |
| 7D | +29.8% | +5.1% | +24.7% | +25.6% |
| 30D | +26.4% | +4.3% | +22.1% | +22.7% |
| 3M | +9.3% | -19.6% | +28.9% | +28.1% |
| 6M | +105.1% | +29.5% | +75.6% | +61.1% |
| YTD | +219.0% | +3.4% | +215.7% | +192.9% |
| 1Y | +418.8% | +10.9% | +407.8% | +350.5% |
| 3Y | +1,784.6% | +74.8% | +1,709.8% | +1,012.8% |
| 5Y | +1,251.0% | +36.2% | +1,214.8% | +823.9% |
| All | +1,008.9% | +264.9% | +744.0% | +496.5% |
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