+2.4%
QCOM vs BP
+30.8%
-28.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.5% |
| 7D | +13.0% | +2.5% | +10.5% | +13.4% |
| 30D | +0.2% | -5.6% | +5.7% | -0.6% |
| 3M | +9.2% | +8.0% | +1.2% | +10.7% |
| 6M | -15.0% | +5.7% | -20.7% | -13.9% |
| YTD | +5.2% | +36.8% | -31.7% | +4.7% |
| 1Y | +2.4% | +30.7% | -28.4% | +4.3% |
| All | +2.4% | +30.8% | -28.4% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling