+251.9%
QCOM vs BBY
+285.7%
-33.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | +13.0% | +4.0% | +9.0% | +11.3% |
| 30D | +0.2% | +17.6% | -17.4% | -5.6% |
| 3M | +9.2% | +25.9% | -16.7% | -0.1% |
| 6M | -15.0% | +85.1% | -100.1% | -33.1% |
| YTD | +5.2% | +60.6% | -55.4% | -13.3% |
| 1Y | +2.4% | +40.2% | -37.8% | -11.4% |
| 3Y | +52.0% | +86.6% | -34.7% | +13.3% |
| 5Y | +19.7% | -3.7% | +23.4% | +10.0% |
| All | +251.9% | +285.7% | -33.8% | +137.6% |
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