+36.1%
QCOM vs BROS
+43.3%
-7.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +3.3% | -6.7% | +10.0% | +4.4% |
| 30D | +7.7% | -29.1% | +36.8% | +13.2% |
| 3M | -30.1% | -16.7% | -13.4% | -28.7% |
| 6M | +22.8% | -11.6% | +34.5% | +23.0% |
| YTD | +0.2% | -23.9% | +24.1% | +2.8% |
| 1Y | +7.9% | -34.8% | +42.6% | +13.0% |
| 3Y | +55.8% | +62.1% | -6.2% | +34.0% |
| All | +36.1% | +43.3% | -7.2% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling