+48.9%
QCOM vs BP
+47.4%
+1.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.5% | -6.3% | +11.9% | +6.7% |
| 30D | -1.1% | -3.6% | +2.5% | -0.7% |
| 3M | +7.6% | +5.2% | +2.3% | +6.0% |
| 6M | -20.1% | +5.3% | -25.4% | -21.7% |
| YTD | +3.0% | +33.1% | -30.1% | -8.4% |
| 1Y | +3.2% | +26.3% | -23.0% | -6.4% |
| 3Y | +48.9% | +47.5% | +1.4% | +25.7% |
| All | +48.9% | +47.4% | +1.5% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling