+737.9%
BE vs QCOM
+270.1%
+467.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +1.8% | +11.2% | +11.7% |
| 7D | +4.5% | +2.0% | +2.6% | +4.0% |
| 30D | -20.1% | +1.2% | -21.4% | -20.3% |
| 3M | -0.8% | +9.1% | -10.0% | -6.1% |
| 6M | -26.2% | -25.0% | -1.2% | -11.3% |
| YTD | +141.1% | +4.8% | +136.2% | +120.5% |
| 1Y | +64.8% | +3.6% | +61.2% | +53.1% |
| 3Y | +1,887.4% | +51.5% | +1,835.9% | +1,219.7% |
| 5Y | +518.1% | +19.7% | +498.4% | +374.4% |
| All | +737.9% | +270.1% | +467.8% | +349.1% |
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 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