+251.9%
QCOM vs BIL
+26.1%
+225.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +13.0% | +0.1% | +12.9% | +13.3% |
| 30D | +0.2% | +0.3% | -0.2% | +1.1% |
| 3M | +9.2% | +0.9% | +8.3% | +12.4% |
| 6M | -15.0% | +1.8% | -16.8% | -10.0% |
| YTD | +5.2% | +3.1% | +2.0% | +15.5% |
| 1Y | +2.4% | +3.7% | -1.3% | +14.2% |
| 3Y | +52.0% | +13.8% | +38.2% | +94.3% |
| 5Y | +19.7% | +20.2% | -0.5% | +71.1% |
| All | +251.9% | +26.1% | +225.8% | +427.3% |
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