+3.6%
QCOM vs B
+13.3%
-9.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +2.4% |
| 7D | +2.0% | -2.7% | +4.6% | +2.9% |
| 30D | +1.2% | -4.3% | +5.6% | +2.8% |
| 3M | +9.1% | -2.3% | +11.4% | +8.9% |
| 6M | -25.0% | -16.2% | -8.8% | -20.8% |
| YTD | +4.8% | -8.8% | +13.7% | +5.1% |
| 1Y | +3.6% | +11.4% | -7.8% | -1.5% |
| All | +3.6% | +13.3% | -9.7% | -1.5% |
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