+230.9%
QCOM vs BLDR
+602.6%
-371.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +2.0% |
| 7D | +5.8% | -2.7% | +8.5% | +6.5% |
| 30D | -2.3% | +24.8% | -27.1% | -9.3% |
| 3M | +2.7% | -11.7% | +14.4% | +5.4% |
| 6M | -21.0% | -14.8% | -6.3% | -19.0% |
| YTD | +1.8% | -35.9% | +37.7% | +12.1% |
| 1Y | +2.4% | -39.7% | +42.1% | +14.7% |
| 3Y | +52.1% | -45.6% | +97.7% | +68.6% |
| 5Y | +14.6% | -2.5% | +17.2% | +1.9% |
| 10Y | +230.9% | +597.4% | -366.5% | +68.8% |
| All | +230.9% | +602.6% | -371.7% | +68.8% |
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