+521.9%
QCOM vs BIL
+30.4%
+491.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.3% |
| 7D | +3.3% | +0.1% | +3.2% | +3.8% |
| 30D | +7.7% | +0.3% | +7.4% | +9.7% |
| 3M | -30.1% | +0.9% | -31.0% | -26.2% |
| 6M | +22.8% | +1.8% | +21.0% | +36.1% |
| YTD | +0.2% | +2.4% | -2.3% | +14.8% |
| 1Y | +7.9% | +3.7% | +4.1% | +32.6% |
| 3Y | +55.8% | +14.2% | +41.7% | +226.8% |
| 5Y | +30.1% | +19.4% | +10.7% | +254.5% |
| 10Y | +248.9% | +25.2% | +223.7% | +1,165.5% |
| All | +521.9% | +30.4% | +491.5% | +2,555.8% |
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