+230.9%
QCOM vs BN
+289.4%
-58.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.2% | +1.4% |
| 7D | +5.8% | +3.6% | +2.2% | +3.7% |
| 30D | -2.3% | +15.9% | -18.1% | -10.5% |
| 3M | +2.7% | -2.3% | +5.0% | +3.8% |
| 6M | -21.0% | -8.4% | -12.6% | -17.6% |
| YTD | +1.8% | -5.9% | +7.7% | +4.2% |
| 1Y | +2.4% | -5.6% | +8.0% | +4.5% |
| 3Y | +52.1% | +104.2% | -52.1% | -3.2% |
| 5Y | +14.6% | +35.5% | -20.8% | -9.4% |
| 10Y | +230.9% | +285.2% | -54.4% | +58.5% |
| All | +230.9% | +289.4% | -58.5% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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