+230.9%
QCOM vs BEN
+70.4%
+160.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.3% | -2.7% | +0.5% |
| 7D | +5.8% | +12.2% | -6.4% | +0.2% |
| 30D | -2.3% | +12.1% | -14.4% | -7.3% |
| 3M | +2.7% | +7.3% | -4.6% | -0.6% |
| 6M | -21.0% | +17.9% | -38.9% | -27.2% |
| YTD | +1.8% | +55.4% | -53.6% | -18.0% |
| 1Y | +2.4% | +69.3% | -66.9% | -20.9% |
| 3Y | +52.1% | +82.8% | -30.7% | +9.8% |
| 5Y | +14.6% | +28.8% | -14.1% | -4.2% |
| 10Y | +230.9% | +53.9% | +177.0% | +136.7% |
| All | +230.9% | +70.4% | +160.4% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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