+2.4%
QCOM vs B
+7.9%
-5.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.6% |
| 7D | +13.0% | -6.2% | +19.2% | +15.8% |
| 30D | +0.2% | -6.6% | +6.8% | +2.7% |
| 3M | +9.2% | -7.9% | +17.1% | +11.8% |
| 6M | -15.0% | -16.8% | +1.8% | -10.0% |
| YTD | +5.2% | -11.7% | +16.9% | +6.8% |
| 1Y | +2.4% | +3.5% | -1.1% | +0.2% |
| All | +2.4% | +7.9% | -5.5% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling