+271.2%
QCOM vs BG
+169.0%
+102.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +4.4% | +0.5% | +3.8% | +4.2% |
| 30D | +9.4% | +10.3% | -1.0% | +6.4% |
| 3M | -13.7% | -1.9% | -11.8% | -13.6% |
| 6M | +28.9% | +5.2% | +23.6% | +26.1% |
| YTD | +4.7% | +41.2% | -36.4% | -5.7% |
| 1Y | +13.5% | +50.5% | -37.0% | -0.2% |
| 3Y | +77.1% | +19.9% | +57.2% | +62.7% |
| 5Y | +38.9% | +86.7% | -47.8% | +8.9% |
| All | +271.2% | +169.0% | +102.1% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling