+54.3%
QCOM vs BLDR
-55.3%
+109.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.6% |
| 7D | +3.3% | -2.8% | +6.2% | +4.1% |
| 30D | +7.7% | -13.3% | +21.0% | +11.6% |
| 3M | -30.1% | -12.3% | -17.8% | -28.4% |
| 6M | +22.8% | -31.5% | +54.3% | +33.7% |
| YTD | +0.2% | -36.1% | +36.2% | +10.3% |
| 1Y | +7.9% | -54.1% | +61.9% | +31.2% |
| All | +54.3% | -55.3% | +109.6% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling