+11.2%
QCOM vs BB
-20.8%
+32.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.4% | +1.1% | +4.2% |
| 7D | +0.4% | +3.8% | -3.4% | -0.6% |
| 30D | -6.6% | -0.3% | -6.3% | -6.6% |
| 3M | +3.7% | -0.5% | +4.1% | +2.9% |
| 6M | -13.3% | +45.9% | -59.2% | -24.8% |
| YTD | -1.8% | +130.6% | -132.4% | -26.5% |
| 1Y | -2.5% | +89.2% | -91.7% | -22.9% |
| 3Y | +47.0% | +137.5% | -90.5% | -0.8% |
| All | +11.2% | -20.8% | +32.0% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling