+2.4%
QCOM vs BROS
-40.8%
+43.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.8% |
| 7D | +13.0% | -2.5% | +15.5% | +13.3% |
| 30D | +0.2% | -11.2% | +11.4% | +2.6% |
| 3M | +9.2% | -33.9% | +43.1% | +14.0% |
| 6M | -15.0% | -33.5% | +18.5% | -13.9% |
| YTD | +5.2% | -44.9% | +50.1% | +9.8% |
| 1Y | +2.4% | -41.5% | +43.9% | +5.2% |
| All | +2.4% | -40.8% | +43.2% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling