+69.0%
QCOM vs BHP
+82.0%
-13.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +3.3% | -2.9% | +6.2% | +5.0% |
| 30D | +7.7% | +3.4% | +4.3% | +5.3% |
| 3M | -30.1% | +4.1% | -34.1% | -31.9% |
| 6M | +22.8% | +20.6% | +2.3% | +9.7% |
| YTD | +0.2% | +56.1% | -55.9% | -23.8% |
| 1Y | +7.9% | +69.6% | -61.7% | -22.3% |
| All | +69.0% | +82.0% | -13.0% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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