+242.8%
QCOM vs BN
+280.2%
-37.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +2.0% |
| 7D | +5.5% | +4.3% | +1.2% | +3.1% |
| 30D | -1.1% | +14.3% | -15.4% | -8.7% |
| 3M | +7.6% | -4.1% | +11.7% | +9.9% |
| 6M | -20.1% | -9.7% | -10.4% | -15.9% |
| YTD | +3.0% | -7.1% | +10.2% | +6.3% |
| 1Y | +3.2% | -7.4% | +10.7% | +6.5% |
| 3Y | +48.9% | +102.3% | -53.5% | -4.7% |
| 5Y | +21.1% | +35.9% | -14.9% | -4.4% |
| 10Y | +242.8% | +289.2% | -46.4% | +65.2% |
| All | +242.8% | +280.2% | -37.5% | +65.2% |
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