+281.8%
QCOM vs BR
+185.2%
+96.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +4.4% | -5.0% | +9.4% | +7.1% |
| 30D | +9.4% | -2.5% | +11.8% | +10.5% |
| 3M | -13.7% | +13.5% | -27.2% | -20.5% |
| 6M | +28.9% | -9.4% | +38.3% | +33.9% |
| YTD | +4.7% | -23.3% | +28.0% | +19.6% |
| 1Y | +13.5% | -31.6% | +45.1% | +38.8% |
| 3Y | +77.1% | -5.1% | +82.2% | +73.6% |
| 5Y | +38.9% | +8.2% | +30.7% | +22.8% |
| 10Y | +281.8% | +189.8% | +91.9% | +117.9% |
| All | +281.8% | +185.2% | +96.6% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling