+230.9%
QCOM vs BB
+33.0%
+197.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +2.5% |
| 7D | +5.8% | +15.0% | -9.2% | +2.8% |
| 30D | -2.3% | +3.5% | -5.8% | -3.0% |
| 3M | +2.7% | +2.7% | 0.0% | +1.5% |
| 6M | -21.0% | +44.7% | -65.8% | -28.3% |
| YTD | +1.8% | +143.3% | -141.5% | -17.4% |
| 1Y | +2.4% | +102.2% | -99.8% | -14.0% |
| 3Y | +52.1% | +156.1% | -104.0% | +15.7% |
| 5Y | +14.6% | -17.6% | +32.3% | +2.8% |
| 10Y | +230.9% | +29.0% | +201.9% | +112.9% |
| All | +230.9% | +33.0% | +197.8% | +112.9% |
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