+6,531.1%
QCOM vs BB
+307.3%
+6,223.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.4% | +1.1% | +4.5% |
| 7D | +0.4% | +3.8% | -3.4% | -0.4% |
| 30D | -6.6% | -0.3% | -6.3% | -6.5% |
| 3M | +3.7% | -0.5% | +4.1% | +3.1% |
| 6M | -13.3% | +45.9% | -59.2% | -22.2% |
| YTD | -1.8% | +130.6% | -132.4% | -21.3% |
| 1Y | -2.5% | +89.2% | -91.7% | -18.5% |
| 3Y | +47.0% | +137.5% | -90.5% | +10.0% |
| 5Y | +13.1% | -20.9% | +34.0% | +4.8% |
| 10Y | +224.7% | +25.4% | +199.3% | +112.9% |
| All | +6,531.1% | +307.3% | +6,223.8% | +1,796.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling