+272.2%
QCOM vs BBY
+242.2%
+30.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +4.9% | +0.7% | +4.2% | +4.6% |
| 30D | +9.3% | +5.8% | +3.5% | +6.8% |
| 3M | -7.0% | +18.0% | -25.0% | -13.0% |
| 6M | +32.0% | +39.8% | -7.8% | +15.2% |
| YTD | +5.0% | +35.4% | -30.4% | -7.6% |
| 1Y | +13.6% | +21.4% | -7.8% | +3.8% |
| 3Y | +77.6% | +39.5% | +38.0% | +47.9% |
| 5Y | +38.2% | -0.5% | +38.7% | +26.5% |
| All | +272.2% | +242.2% | +30.0% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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