+41.5%
QCOM vs BG
+81.8%
-40.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.2% |
| 7D | +7.8% | +3.1% | +4.7% | +7.1% |
| 30D | +12.2% | +10.2% | +2.0% | +9.8% |
| 3M | -9.9% | -1.7% | -8.2% | -9.8% |
| 6M | +36.9% | +1.0% | +35.9% | +35.8% |
| YTD | +8.0% | +39.9% | -31.9% | -0.7% |
| 1Y | +15.0% | +53.2% | -38.2% | +2.9% |
| 3Y | +75.8% | +16.3% | +59.6% | +65.0% |
| All | +41.5% | +81.8% | -40.3% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling