+477.7%
QCOM vs BIL
+30.3%
+447.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | 0.0% | -9.5% | -9.4% |
| 7D | -15.5% | -0.3% | -15.2% | -16.6% |
| 30D | -13.4% | 0.0% | -13.4% | -13.5% |
| 3M | 0.0% | +0.3% | -0.3% | +1.8% |
| 6M | -15.2% | +1.2% | -16.4% | -9.3% |
| YTD | -6.9% | +2.4% | -9.4% | +6.6% |
| 1Y | -11.0% | +3.0% | -14.0% | +5.4% |
| 3Y | +39.8% | +13.1% | +26.6% | +178.1% |
| 5Y | +7.2% | +19.4% | -12.2% | +192.2% |
| 10Y | +207.7% | +25.2% | +182.5% | +1,013.8% |
| All | +477.7% | +30.3% | +447.3% | +2,366.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling