+30.9%
QCOM vs BBWI
-66.0%
+96.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.7% |
| 7D | +3.3% | +1.5% | +1.8% | +2.9% |
| 30D | +7.7% | -5.2% | +12.9% | +8.8% |
| 3M | -30.1% | +11.1% | -41.2% | -33.0% |
| 6M | +22.8% | -13.4% | +36.2% | +25.1% |
| YTD | +0.2% | +0.1% | +0.1% | -2.7% |
| 1Y | +7.9% | -36.1% | +44.0% | +18.1% |
| 3Y | +55.8% | -44.1% | +99.9% | +67.2% |
| All | +30.9% | -66.0% | +96.9% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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