+39.3%
QCOM vs BIL
+13.1%
+26.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | 0.0% | -9.5% | -9.5% |
| 7D | -15.5% | -0.3% | -15.2% | -15.5% |
| 30D | -13.4% | 0.0% | -13.4% | -12.8% |
| 3M | 0.0% | +0.3% | -0.3% | +4.5% |
| 6M | -15.2% | +1.2% | -16.4% | -4.8% |
| YTD | -6.9% | +2.4% | -9.4% | +12.0% |
| 1Y | -11.0% | +3.0% | -14.0% | +12.4% |
| All | +39.3% | +13.1% | +26.2% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling