+74.8%
QCOM vs BG
+20.0%
+54.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.2% | +2.6% |
| 7D | +5.1% | +2.4% | +2.7% | +4.8% |
| 30D | +4.3% | +15.0% | -10.8% | +2.5% |
| 3M | -19.6% | -0.7% | -19.0% | -19.9% |
| 6M | +29.5% | +7.5% | +22.0% | +27.8% |
| YTD | +3.4% | +41.6% | -38.2% | -1.6% |
| 1Y | +10.9% | +50.7% | -39.8% | +4.4% |
| 3Y | +74.8% | +20.3% | +54.5% | +67.4% |
| All | +74.8% | +20.0% | +54.8% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling