+242.6%
QCOM vs BP
+143.9%
+98.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | +4.3% | +3.8% | +0.5% | +3.1% |
| 30D | -0.1% | -5.3% | +5.2% | +1.3% |
| 3M | +5.2% | +9.3% | -4.0% | +1.9% |
| 6M | -18.4% | +7.2% | -25.6% | -21.1% |
| YTD | +2.4% | +38.0% | -35.6% | -10.0% |
| 1Y | +0.9% | +33.2% | -32.3% | -10.4% |
| 3Y | +48.4% | +50.3% | -1.9% | +24.9% |
| 5Y | +16.6% | +114.1% | -97.5% | -14.8% |
| All | +242.6% | +143.9% | +98.8% | +140.4% |
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