+46,613.4%
QCOM vs BP
+1,214.9%
+45,398.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.0% | -7.5% | -8.8% |
| 7D | -15.5% | -11.2% | -4.2% | -11.8% |
| 30D | -13.4% | -0.7% | -12.7% | -13.5% |
| 3M | 0.0% | +9.8% | -9.8% | -4.1% |
| 6M | -15.2% | -1.6% | -13.6% | -16.2% |
| YTD | -6.9% | +33.5% | -40.4% | -18.9% |
| 1Y | -11.0% | +31.7% | -42.7% | -22.1% |
| 3Y | +39.8% | +45.1% | -5.4% | +16.2% |
| 5Y | +7.2% | +105.9% | -98.7% | -24.2% |
| 10Y | +207.7% | +134.4% | +73.3% | +90.7% |
| All | +46,613.4% | +1,214.9% | +45,398.6% | +12,138.0% |
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