-39.3%
BE vs QCOM
-14.5%
-24.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.1% | -10.7% |
| 7D | -14.7% | +0.4% | -15.1% | -14.8% |
| 30D | -40.5% | -6.6% | -33.9% | -37.7% |
| 3M | -24.3% | +3.7% | -28.0% | -25.1% |
| 6M | -39.3% | -13.3% | -26.0% | -30.4% |
| All | -39.3% | -14.5% | -24.8% | -30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling