+516.2%
QCOM vs BR
+1,321.0%
-804.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.8% |
| 7D | +3.3% | -5.3% | +8.6% | +6.1% |
| 30D | +7.7% | +6.4% | +1.3% | +4.0% |
| 3M | -30.1% | +13.6% | -43.7% | -35.1% |
| 6M | +22.8% | -6.7% | +29.5% | +24.5% |
| YTD | +0.2% | -21.1% | +21.3% | +10.4% |
| 1Y | +7.9% | -29.6% | +37.4% | +25.9% |
| 3Y | +55.8% | -2.4% | +58.2% | +51.5% |
| 5Y | +30.1% | +11.2% | +18.8% | +17.2% |
| 10Y | +248.9% | +191.8% | +57.1% | +93.0% |
| All | +516.2% | +1,321.0% | -804.8% | +51.7% |
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