+230.9%
QCOM vs BP
+132.1%
+98.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | +5.8% | -6.9% | +12.7% | +8.0% |
| 30D | -2.3% | -3.6% | +1.3% | -1.5% |
| 3M | +2.7% | +8.4% | -5.7% | -0.4% |
| 6M | -21.0% | +5.3% | -26.4% | -23.3% |
| YTD | +1.8% | +33.2% | -31.3% | -9.6% |
| 1Y | +2.4% | +28.2% | -25.7% | -7.9% |
| 3Y | +52.1% | +49.2% | +2.9% | +28.2% |
| 5Y | +14.6% | +102.9% | -88.2% | -14.7% |
| 10Y | +230.9% | +127.7% | +103.2% | +137.1% |
| All | +230.9% | +132.1% | +98.7% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling