+52,520.1%
QCOM vs BP
+1,231.4%
+51,288.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.2% | +1.2% |
| 7D | +2.0% | -0.8% | +2.7% | +2.3% |
| 30D | +1.2% | -3.1% | +4.4% | +2.1% |
| 3M | +9.1% | +6.2% | +3.0% | +6.0% |
| 6M | -25.0% | +4.8% | -29.8% | -27.5% |
| YTD | +4.8% | +35.2% | -30.3% | -9.0% |
| 1Y | +3.6% | +27.4% | -23.8% | -8.2% |
| 3Y | +51.5% | +49.8% | +1.7% | +24.5% |
| 5Y | +19.7% | +109.4% | -89.7% | -15.9% |
| 10Y | +245.8% | +135.7% | +110.1% | +114.0% |
| All | +52,520.1% | +1,231.4% | +51,288.7% | +13,622.3% |
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