+52,612.4%
QCOM vs BRO
+21,145.8%
+31,466.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +4.9% | -8.6% | +13.5% | +7.4% |
| 30D | +9.3% | -6.9% | +16.3% | +11.3% |
| 3M | -7.0% | +10.5% | -17.5% | -10.6% |
| 6M | +32.0% | -2.8% | +34.8% | +30.4% |
| YTD | +5.0% | -16.1% | +21.2% | +8.0% |
| 1Y | +13.6% | -27.6% | +41.2% | +21.6% |
| 3Y | +77.6% | -7.3% | +84.9% | +74.6% |
| 5Y | +38.2% | +19.0% | +19.2% | +25.9% |
| 10Y | +282.8% | +292.7% | -9.9% | +157.7% |
| All | +52,612.4% | +21,145.8% | +31,466.6% | +24,818.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling