+19.7%
QCOM vs BP
+108.0%
-88.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.2% | +1.4% |
| 7D | +2.0% | -0.8% | +2.7% | +2.2% |
| 30D | +1.2% | -3.1% | +4.4% | +1.8% |
| 3M | +9.1% | +6.2% | +3.0% | +6.9% |
| 6M | -25.0% | +4.8% | -29.8% | -26.7% |
| YTD | +4.8% | +35.2% | -30.3% | -7.1% |
| 1Y | +3.6% | +27.4% | -23.8% | -6.3% |
| 3Y | +51.5% | +49.8% | +1.7% | +27.2% |
| 5Y | +19.7% | +109.4% | -89.7% | -11.9% |
| All | +19.7% | +108.0% | -88.3% | -11.9% |
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 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