+7.9%
QCOM vs BG
+50.1%
-42.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +3.3% | +2.8% | +0.5% | +3.2% |
| 30D | +7.7% | +12.0% | -4.3% | +6.9% |
| 3M | -30.1% | -7.7% | -22.4% | -30.4% |
| 6M | +22.8% | +4.5% | +18.4% | +21.9% |
| YTD | +0.2% | +35.7% | -35.5% | -0.8% |
| 1Y | +7.9% | +50.1% | -42.2% | +5.6% |
| All | +7.9% | +50.1% | -42.2% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling