+696.0%
QCOM vs BLDR
+389.2%
+306.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.5% | +10.0% | +6.3% |
| 7D | +0.4% | -3.7% | +4.0% | +1.0% |
| 30D | -6.6% | +16.8% | -23.4% | -9.5% |
| 3M | +3.7% | -13.7% | +17.4% | +5.8% |
| 6M | -13.3% | -21.9% | +8.5% | -10.6% |
| YTD | -1.8% | -39.2% | +37.4% | +5.0% |
| 1Y | -2.5% | -42.6% | +40.1% | +5.2% |
| 3Y | +47.0% | -50.2% | +97.2% | +59.8% |
| 5Y | +13.1% | -7.0% | +20.1% | +9.5% |
| 10Y | +224.7% | +584.2% | -359.6% | +122.2% |
| All | +696.0% | +389.2% | +306.8% | +359.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling