+36.2%
QCOM vs BN
+35.3%
+0.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.8% | +4.8% |
| 7D | +5.1% | -1.2% | +6.2% | +5.8% |
| 30D | +4.3% | -10.9% | +15.2% | +12.1% |
| 3M | -19.6% | -11.1% | -8.5% | -13.6% |
| 6M | +29.5% | -4.4% | +33.8% | +31.8% |
| YTD | +3.4% | -14.1% | +17.5% | +12.6% |
| 1Y | +10.9% | -11.1% | +22.0% | +17.6% |
| 3Y | +74.8% | +75.6% | -0.8% | +13.8% |
| 5Y | +36.2% | +35.8% | +0.4% | +6.4% |
| All | +36.2% | +35.3% | +0.9% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling