+747.2%
QCOM vs BG
+940.3%
-193.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | +2.0% | +3.4% | -1.4% | +1.1% |
| 30D | +1.2% | -3.8% | +5.0% | +2.0% |
| 3M | +9.1% | -9.6% | +18.7% | +11.4% |
| 6M | -25.0% | -19.5% | -5.5% | -21.4% |
| YTD | +4.8% | +14.6% | -9.8% | 0.0% |
| 1Y | +3.6% | +6.6% | -3.0% | +0.6% |
| 3Y | +51.5% | +4.7% | +46.8% | +44.7% |
| 5Y | +19.7% | +22.1% | -2.3% | +8.2% |
| 10Y | +245.8% | +109.2% | +136.7% | +158.9% |
| All | +747.2% | +940.3% | -193.1% | +442.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling