+49,194.2%
QCOM vs BN
+21,334.9%
+27,859.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.9% |
| 7D | +0.4% | +5.3% | -5.0% | -1.8% |
| 30D | -6.6% | +11.9% | -18.5% | -11.0% |
| 3M | +3.7% | -5.7% | +9.4% | +6.1% |
| 6M | -13.3% | -10.6% | -2.7% | -9.6% |
| YTD | -1.8% | -9.4% | +7.6% | +1.7% |
| 1Y | -2.5% | -8.8% | +6.3% | +0.6% |
| 3Y | +47.0% | +95.6% | -48.7% | +10.3% |
| 5Y | +13.1% | +30.2% | -17.0% | -0.6% |
| 10Y | +224.7% | +277.0% | -52.3% | +88.9% |
| All | +49,194.2% | +21,334.9% | +27,859.3% | +10,402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling