+39.9%
QCOM vs BROS
+8.6%
+31.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.5% |
| 7D | +5.5% | -19.0% | +24.6% | +9.1% |
| 30D | -1.1% | -7.3% | +6.1% | 0.0% |
| 3M | +7.6% | -31.2% | +38.8% | +13.8% |
| 6M | -20.1% | -33.0% | +13.0% | -16.2% |
| YTD | +3.0% | -42.4% | +45.4% | +10.2% |
| 1Y | +3.2% | -37.7% | +41.0% | +8.8% |
| 3Y | +48.9% | +28.2% | +20.7% | +32.7% |
| 5Y | +21.1% | -43.4% | +64.4% | +13.7% |
| All | +39.9% | +8.6% | +31.4% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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