+593.0%
BE vs QCOM
+246.7%
+346.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.1% | -10.4% |
| 7D | -14.7% | +0.4% | -15.1% | -14.9% |
| 30D | -40.5% | -6.6% | -33.9% | -37.5% |
| 3M | -24.3% | +3.7% | -28.0% | -26.4% |
| 6M | -39.3% | -13.3% | -26.0% | -34.9% |
| YTD | +99.4% | -1.8% | +101.2% | +89.9% |
| 1Y | +26.6% | -2.5% | +29.1% | +21.8% |
| 3Y | +1,616.9% | +47.0% | +1,570.0% | +1,054.0% |
| 5Y | +441.4% | +13.1% | +428.3% | +330.4% |
| All | +593.0% | +246.7% | +346.3% | +286.7% |
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