+48.9%
QCOM vs BBY
+90.9%
-42.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.9% |
| 7D | +5.5% | +10.9% | -5.4% | +2.0% |
| 30D | -1.1% | +19.6% | -20.8% | -6.7% |
| 3M | +7.6% | +27.6% | -20.0% | -1.0% |
| 6M | -20.1% | +79.4% | -99.5% | -34.9% |
| YTD | +3.0% | +61.7% | -58.6% | -13.4% |
| 1Y | +3.2% | +40.3% | -37.1% | -9.0% |
| 3Y | +48.9% | +87.9% | -39.0% | +20.3% |
| All | +48.9% | +90.9% | -42.0% | +20.3% |
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