+50,186.6%
QCOM vs BP
+1,188.7%
+48,997.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +3.3% | +3.9% | -0.6% | +1.8% |
| 30D | +7.7% | +7.6% | +0.1% | +4.6% |
| 3M | -30.1% | +0.7% | -30.8% | -30.8% |
| 6M | +22.8% | +15.5% | +7.4% | +14.3% |
| YTD | +0.2% | +30.8% | -30.6% | -11.6% |
| 1Y | +7.9% | +34.3% | -26.5% | -6.0% |
| 3Y | +55.8% | +35.1% | +20.8% | +33.6% |
| 5Y | +30.1% | +126.8% | -96.8% | -11.3% |
| 10Y | +248.9% | +123.4% | +125.5% | +121.3% |
| All | +50,186.6% | +1,188.7% | +48,997.9% | +13,239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling