+254.0%
QCOM vs BB
-0.1%
+254.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | -5.6% | +9.0% | +4.5% |
| 30D | +7.7% | -11.8% | +19.5% | +10.3% |
| 3M | -30.1% | -25.5% | -4.5% | -26.6% |
| 6M | +22.8% | +121.3% | -98.4% | +2.1% |
| YTD | +0.2% | +103.2% | -103.0% | -15.3% |
| 1Y | +7.9% | +102.6% | -94.8% | -9.3% |
| 3Y | +55.8% | +37.5% | +18.3% | +34.0% |
| 5Y | +30.1% | -30.4% | +60.5% | +20.7% |
| All | +254.0% | -0.1% | +254.2% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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