+531.3%
QCOM vs BND
+76.6%
+454.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.7% |
| 7D | +5.8% | +0.4% | +5.4% | +5.8% |
| 30D | -2.3% | +2.0% | -4.3% | -2.3% |
| 3M | +2.7% | -0.4% | +3.1% | +2.7% |
| 6M | -21.0% | -0.9% | -20.1% | -21.1% |
| YTD | +1.8% | -0.3% | +2.1% | +1.8% |
| 1Y | +2.4% | 0.0% | +2.5% | +2.4% |
| 3Y | +52.1% | +15.1% | +37.1% | +54.4% |
| 5Y | +14.6% | -1.5% | +16.2% | +8.3% |
| 10Y | +230.9% | +17.6% | +213.3% | +264.0% |
| All | +531.3% | +76.6% | +454.7% | +912.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling