+282.9%
QCOM vs BLK
+283.5%
-0.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +1.8% |
| 7D | +7.8% | -3.3% | +11.1% | +10.2% |
| 30D | +12.2% | -6.5% | +18.7% | +17.2% |
| 3M | -9.9% | +6.7% | -16.6% | -14.4% |
| 6M | +36.9% | +14.7% | +22.2% | +23.4% |
| YTD | +8.0% | +2.5% | +5.5% | +4.6% |
| 1Y | +15.0% | -2.8% | +17.8% | +15.2% |
| 3Y | +75.8% | +65.9% | +10.0% | +21.3% |
| 5Y | +42.2% | +33.0% | +9.2% | +11.9% |
| All | +282.9% | +283.5% | -0.6% | +66.5% |
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