+3.2%
QCOM vs BND
-0.7%
+4.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +3.1% |
| 7D | +5.5% | -0.1% | +5.6% | +5.6% |
| 30D | -1.1% | +1.3% | -2.4% | -5.8% |
| 3M | +7.6% | -0.7% | +8.3% | +9.7% |
| 6M | -20.1% | -1.6% | -18.5% | -16.5% |
| YTD | +3.0% | -1.0% | +4.1% | +7.0% |
| 1Y | +3.2% | -0.7% | +3.9% | +6.6% |
| All | +3.2% | -0.7% | +4.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 1y: compounded portfolio wealth divided by compounded BND 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…
1y analysis · Full analysis span regression · 6 months rolling