+1,574.6%
BE vs QCOM
+56.5%
+1,518.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.3% |
| 7D | +20.0% | +3.3% | +16.6% | +17.5% |
| 30D | +7.9% | +7.7% | +0.2% | +2.9% |
| 3M | -13.2% | -30.1% | +16.8% | +6.8% |
| 6M | +53.5% | +22.8% | +30.6% | +29.9% |
| YTD | +191.0% | +0.2% | +190.8% | +177.9% |
| 1Y | +360.5% | +7.9% | +352.7% | +317.4% |
| All | +1,574.6% | +56.5% | +1,518.2% | +994.5% |
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 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