+14.1%
QCOM vs BN
+31.1%
-16.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.6% |
| 7D | +4.3% | -1.0% | +5.3% | +4.9% |
| 30D | -0.1% | +14.0% | -14.1% | -8.4% |
| 3M | +5.2% | -9.0% | +14.2% | +11.6% |
| 6M | -18.4% | -8.8% | -9.5% | -14.2% |
| YTD | +2.4% | -10.3% | +12.7% | +8.3% |
| 1Y | +0.9% | -5.8% | +6.7% | +3.2% |
| 3Y | +48.4% | +94.8% | -46.4% | -10.6% |
| All | +14.1% | +31.1% | -16.9% | -10.4% |
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