+14.6%
QCOM vs BR
+20.2%
-5.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +3.2% |
| 7D | +5.8% | +4.4% | +1.4% | +3.6% |
| 30D | -2.3% | +16.3% | -18.5% | -9.2% |
| 3M | +2.7% | +16.2% | -13.5% | -5.3% |
| 6M | -21.0% | +30.3% | -51.3% | -32.0% |
| YTD | +1.8% | -12.2% | +14.0% | +10.9% |
| 1Y | +2.4% | -11.3% | +13.7% | +10.6% |
| 3Y | +52.1% | +15.2% | +36.9% | +31.8% |
| 5Y | +14.6% | +18.0% | -3.4% | -12.3% |
| All | +14.6% | +20.2% | -5.5% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling