+50,186.6%
QCOM vs BHP
+5,243.2%
+44,943.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +3.3% | -2.9% | +6.2% | +4.4% |
| 30D | +7.7% | +3.4% | +4.3% | +6.2% |
| 3M | -30.1% | +4.1% | -34.1% | -31.1% |
| 6M | +22.8% | +20.6% | +2.3% | +14.3% |
| YTD | +0.2% | +56.1% | -55.9% | -15.5% |
| 1Y | +7.9% | +69.6% | -61.7% | -11.8% |
| 3Y | +55.8% | +78.8% | -23.0% | +24.5% |
| 5Y | +30.1% | +113.1% | -83.0% | -4.3% |
| 10Y | +248.9% | +505.9% | -257.0% | +74.0% |
| All | +50,186.6% | +5,243.2% | +44,943.4% | +11,459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling