+216.5%
QCOM vs BP
+131.5%
+85.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +0.4% | -11.6% | +12.0% | +4.1% |
| 30D | -6.6% | 0.0% | -6.7% | -6.9% |
| 3M | +3.7% | +6.7% | -3.1% | +1.0% |
| 6M | -13.3% | +2.2% | -15.5% | -15.0% |
| YTD | -1.8% | +33.0% | -34.8% | -12.7% |
| 1Y | -2.5% | +30.7% | -33.2% | -13.0% |
| 3Y | +47.0% | +44.2% | +2.8% | +25.3% |
| 5Y | +13.1% | +105.1% | -92.0% | -16.2% |
| All | +216.5% | +131.5% | +85.0% | +126.9% |
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