+46,613.4%
QCOM vs B
+384.0%
+46,229.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.5% | -10.0% | -9.5% |
| 7D | -15.5% | +4.3% | -19.8% | -15.7% |
| 30D | -13.4% | -0.9% | -12.5% | -13.3% |
| 3M | 0.0% | -1.4% | +1.4% | +0.1% |
| 6M | -15.2% | +5.0% | -20.2% | -15.4% |
| YTD | -6.9% | -5.8% | -1.1% | -6.6% |
| 1Y | -11.0% | +25.6% | -36.6% | -12.3% |
| 3Y | +39.8% | +161.6% | -121.9% | +31.2% |
| 5Y | +7.2% | +135.2% | -128.0% | +0.7% |
| 10Y | +207.7% | +170.7% | +36.9% | +185.1% |
| All | +46,613.4% | +384.0% | +46,229.5% | +43,448.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling