+245.8%
QCOM vs B
+203.3%
+42.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +2.0% |
| 7D | +2.0% | -2.7% | +4.6% | +2.4% |
| 30D | +1.2% | -4.3% | +5.6% | +2.0% |
| 3M | +9.1% | -2.3% | +11.4% | +9.4% |
| 6M | -25.0% | -16.2% | -8.8% | -22.9% |
| YTD | +4.8% | -8.8% | +13.7% | +6.0% |
| 1Y | +3.6% | +11.4% | -7.8% | +1.7% |
| 3Y | +51.5% | +174.3% | -122.8% | +30.6% |
| 5Y | +19.7% | +116.2% | -96.4% | +4.1% |
| 10Y | +245.8% | +222.7% | +23.1% | +208.8% |
| All | +245.8% | +203.3% | +42.5% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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