+49,194.2%
QCOM vs BP
+1,209.9%
+47,984.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +0.4% | -11.6% | +12.0% | +4.9% |
| 30D | -6.6% | 0.0% | -6.7% | -7.0% |
| 3M | +3.7% | +6.7% | -3.1% | +0.5% |
| 6M | -13.3% | +2.2% | -15.5% | -15.4% |
| YTD | -1.8% | +33.0% | -34.8% | -14.3% |
| 1Y | -2.5% | +30.7% | -33.2% | -14.5% |
| 3Y | +47.0% | +44.2% | +2.8% | +22.5% |
| 5Y | +13.1% | +105.1% | -92.0% | -19.9% |
| 10Y | +224.7% | +133.5% | +91.2% | +101.5% |
| All | +49,194.2% | +1,209.9% | +47,984.3% | +12,831.2% |
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