+272.2%
QCOM vs BG
+171.4%
+100.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +4.9% | +3.7% | +1.2% | +3.9% |
| 30D | +9.3% | +12.3% | -3.0% | +5.9% |
| 3M | -7.0% | -2.2% | -4.8% | -6.8% |
| 6M | +32.0% | +5.3% | +26.7% | +29.2% |
| YTD | +5.0% | +42.4% | -37.4% | -5.7% |
| 1Y | +13.6% | +55.2% | -41.6% | -1.0% |
| 3Y | +77.6% | +21.0% | +56.6% | +62.8% |
| 5Y | +38.2% | +87.1% | -48.9% | +8.3% |
| All | +272.2% | +171.4% | +100.8% | +140.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling