+47.0%
QCOM vs BN
+90.6%
-43.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.1% |
| 7D | +0.4% | +5.3% | -5.0% | -2.8% |
| 30D | -6.6% | +11.9% | -18.5% | -12.9% |
| 3M | +3.7% | -5.7% | +9.4% | +7.2% |
| 6M | -13.3% | -10.6% | -2.7% | -7.9% |
| YTD | -1.8% | -9.4% | +7.6% | +3.0% |
| 1Y | -2.5% | -8.8% | +6.3% | +1.6% |
| 3Y | +47.0% | +95.6% | -48.7% | +1.1% |
| All | +47.0% | +90.6% | -43.7% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling