+911.5%
BE vs QCOM
+253.6%
+657.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.3% |
| 7D | +20.0% | +3.3% | +16.6% | +17.0% |
| 30D | +7.9% | +7.7% | +0.2% | +2.0% |
| 3M | -13.2% | -30.1% | +16.8% | +11.7% |
| 6M | +53.5% | +22.8% | +30.6% | +25.1% |
| YTD | +191.0% | +0.2% | +190.8% | +172.7% |
| 1Y | +360.5% | +7.9% | +352.7% | +307.1% |
| 3Y | +1,568.0% | +55.8% | +1,512.2% | +966.9% |
| 5Y | +1,055.2% | +30.1% | +1,025.1% | +715.7% |
| All | +911.5% | +253.6% | +657.8% | +455.2% |
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