+70.4%
QCOM vs BBY
+38.4%
+32.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | +4.4% | +1.2% | +3.2% | +3.9% |
| 30D | +9.4% | +6.8% | +2.6% | +6.7% |
| 3M | -13.7% | +18.7% | -32.4% | -18.9% |
| 6M | +28.9% | +37.3% | -8.4% | +14.5% |
| YTD | +4.7% | +35.3% | -30.6% | -6.7% |
| 1Y | +13.5% | +20.7% | -7.2% | +4.9% |
| All | +70.4% | +38.4% | +32.0% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling