+282.9%
QCOM vs BRO
+294.2%
-11.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +7.8% | -7.3% | +15.2% | +11.0% |
| 30D | +12.2% | -6.9% | +19.1% | +15.0% |
| 3M | -9.9% | +10.7% | -20.5% | -15.4% |
| 6M | +36.9% | -2.7% | +39.6% | +34.8% |
| YTD | +8.0% | -16.3% | +24.4% | +14.3% |
| 1Y | +15.0% | -29.1% | +44.1% | +32.1% |
| 3Y | +75.8% | -7.8% | +83.7% | +66.7% |
| 5Y | +42.2% | +18.7% | +23.5% | +12.0% |
| All | +282.9% | +294.2% | -11.4% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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