+30.9%
QCOM vs BP
+128.1%
-97.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +3.3% | +3.9% | -0.6% | +2.2% |
| 30D | +7.7% | +7.6% | +0.1% | +5.5% |
| 3M | -30.1% | +0.7% | -30.8% | -30.5% |
| 6M | +22.8% | +15.5% | +7.4% | +15.8% |
| YTD | +0.2% | +30.8% | -30.6% | -9.8% |
| 1Y | +7.9% | +34.3% | -26.5% | -4.0% |
| 3Y | +55.8% | +35.1% | +20.8% | +35.9% |
| All | +30.9% | +128.1% | -97.3% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling