+30.9%
QCOM vs BLDR
+20.2%
+10.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.8% |
| 7D | +3.3% | -2.8% | +6.2% | +4.3% |
| 30D | +7.7% | -13.3% | +21.0% | +12.8% |
| 3M | -30.1% | -12.3% | -17.8% | -27.9% |
| 6M | +22.8% | -31.5% | +54.3% | +37.0% |
| YTD | +0.2% | -36.1% | +36.2% | +13.4% |
| 1Y | +7.9% | -54.1% | +61.9% | +38.0% |
| 3Y | +55.8% | -55.8% | +111.6% | +87.8% |
| All | +30.9% | +20.2% | +10.7% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling