+245.8%
QCOM vs BEN
+60.1%
+185.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.7% |
| 7D | +2.0% | +7.2% | -5.2% | -1.3% |
| 30D | +1.2% | +14.1% | -12.9% | -4.8% |
| 3M | +9.1% | +9.9% | -0.8% | +4.4% |
| 6M | -25.0% | +17.4% | -42.4% | -30.8% |
| YTD | +4.8% | +57.3% | -52.5% | -16.1% |
| 1Y | +3.6% | +66.9% | -63.3% | -19.4% |
| 3Y | +51.5% | +85.7% | -34.2% | +8.5% |
| 5Y | +19.7% | +31.2% | -11.5% | -0.8% |
| 10Y | +245.8% | +61.0% | +184.8% | +146.7% |
| All | +245.8% | +60.1% | +185.8% | +146.7% |
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