+216.5%
QCOM vs BIL
+25.2%
+191.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.6% |
| 7D | +0.4% | -0.3% | +0.6% | 0.0% |
| 30D | -6.6% | 0.0% | -6.6% | -6.4% |
| 3M | +3.7% | +0.3% | +3.4% | +5.2% |
| 6M | -13.3% | +1.2% | -14.6% | -9.5% |
| YTD | -1.8% | +2.5% | -4.2% | +6.2% |
| 1Y | -2.5% | +3.0% | -5.6% | +7.2% |
| 3Y | +47.0% | +13.2% | +33.8% | +86.4% |
| 5Y | +13.1% | +19.4% | -6.3% | +61.0% |
| All | +216.5% | +25.2% | +191.3% | +379.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling