+52.1%
QCOM vs BR
+13.8%
+38.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +3.5% |
| 7D | +5.8% | +4.4% | +1.4% | +4.9% |
| 30D | -2.3% | +16.3% | -18.5% | -5.4% |
| 3M | +2.7% | +16.2% | -13.5% | -0.9% |
| 6M | -21.0% | +30.3% | -51.3% | -26.0% |
| YTD | +1.8% | -12.2% | +14.0% | +13.5% |
| 1Y | +2.4% | -11.3% | +13.7% | +13.4% |
| 3Y | +52.1% | +15.2% | +36.9% | +49.4% |
| All | +52.1% | +13.8% | +38.3% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling