+263.7%
QCOM vs BLDR
+359.8%
-96.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.9% | +8.0% | +4.6% |
| 7D | +5.1% | -0.3% | +5.4% | +5.0% |
| 30D | +4.3% | -16.2% | +20.5% | +9.6% |
| 3M | -19.6% | -14.4% | -5.2% | -16.9% |
| 6M | +29.5% | -32.8% | +62.3% | +42.7% |
| YTD | +3.4% | -39.2% | +42.5% | +16.5% |
| 1Y | +10.9% | -57.7% | +68.6% | +39.3% |
| 3Y | +74.8% | -55.3% | +130.0% | +106.5% |
| 5Y | +36.2% | +15.6% | +20.6% | +17.2% |
| 10Y | +263.7% | +359.8% | -96.1% | +108.0% |
| All | +263.7% | +359.8% | -96.1% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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