+544.8%
QCOM vs BR
+1,485.1%
-940.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +2.0% | +1.9% | +0.1% | +0.8% |
| 30D | +1.2% | +15.9% | -14.7% | -6.4% |
| 3M | +9.1% | +13.7% | -4.5% | +1.4% |
| 6M | -25.0% | +31.0% | -56.0% | -36.1% |
| YTD | +4.8% | -12.0% | +16.8% | +8.6% |
| 1Y | +3.6% | -11.5% | +15.1% | +6.9% |
| 3Y | +51.5% | +14.9% | +36.5% | +34.5% |
| 5Y | +19.7% | +20.1% | -0.4% | +3.3% |
| 10Y | +245.8% | +278.9% | -33.1% | +67.8% |
| All | +544.8% | +1,485.1% | -940.3% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling