+242.6%
QCOM vs BLK
+318.4%
-75.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -3.0% |
| 7D | +4.3% | +3.7% | +0.5% | +1.7% |
| 30D | -0.1% | +13.9% | -14.0% | -8.3% |
| 3M | +5.2% | +3.9% | +1.3% | +2.5% |
| 6M | -18.4% | +13.0% | -31.3% | -25.3% |
| YTD | +2.4% | +16.1% | -13.7% | -8.8% |
| 1Y | +0.9% | +16.8% | -15.9% | -10.5% |
| 3Y | +48.4% | +97.7% | -49.3% | -9.4% |
| 5Y | +16.6% | +42.1% | -25.5% | -12.5% |
| All | +242.6% | +318.4% | -75.7% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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