+11.2%
QCOM vs BHP
+120.8%
-109.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.9% | +4.7% |
| 7D | +0.4% | +0.9% | -0.5% | 0.0% |
| 30D | -6.6% | -6.3% | -0.4% | -3.4% |
| 3M | +3.7% | -7.1% | +10.8% | +7.3% |
| 6M | -13.3% | -3.2% | -10.1% | -12.3% |
| YTD | -1.8% | +37.9% | -39.7% | -17.4% |
| 1Y | -2.5% | +49.7% | -52.2% | -21.4% |
| 3Y | +47.0% | +51.7% | -4.7% | +14.8% |
| All | +11.2% | +120.8% | -109.6% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling