+230.9%
QCOM vs BIL
+25.6%
+205.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.7% |
| 7D | +5.8% | +0.1% | +5.7% | +6.0% |
| 30D | -2.3% | 0.0% | -2.3% | -2.2% |
| 3M | +2.7% | +0.6% | +2.1% | +5.0% |
| 6M | -21.0% | +1.5% | -22.5% | -16.9% |
| YTD | +1.8% | +2.8% | -1.0% | +11.2% |
| 1Y | +2.4% | +3.3% | -0.9% | +13.7% |
| 3Y | +52.1% | +13.4% | +38.7% | +96.0% |
| 5Y | +14.6% | +19.8% | -5.2% | +67.1% |
| 10Y | +230.9% | +25.6% | +205.2% | +422.9% |
| All | +230.9% | +25.6% | +205.3% | +422.9% |
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