+48.4%
QCOM vs BROS
+30.6%
+17.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.1% | -3.6% |
| 7D | +4.3% | +6.3% | -2.0% | +3.2% |
| 30D | -0.1% | -8.3% | +8.3% | +1.2% |
| 3M | +5.2% | -29.8% | +35.0% | +10.4% |
| 6M | -18.4% | -25.8% | +7.5% | -16.4% |
| YTD | +2.4% | -41.4% | +43.8% | +8.3% |
| 1Y | +0.9% | -35.2% | +36.1% | +4.8% |
| 3Y | +48.4% | +32.8% | +15.6% | +39.8% |
| All | +48.4% | +30.6% | +17.8% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling