+245.8%
QCOM vs BUD
-4.5%
+250.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.0% | +2.5% |
| 7D | +2.0% | +0.5% | +1.5% | +1.7% |
| 30D | +1.2% | +7.4% | -6.2% | -1.7% |
| 3M | +9.1% | +4.3% | +4.8% | +6.9% |
| 6M | -25.0% | +5.3% | -30.3% | -27.4% |
| YTD | +4.8% | +33.2% | -28.4% | -7.3% |
| 1Y | +3.6% | +31.8% | -28.2% | -8.1% |
| 3Y | +51.5% | +47.8% | +3.7% | +26.6% |
| 5Y | +19.7% | +50.2% | -30.4% | -2.1% |
| 10Y | +245.8% | -4.8% | +250.6% | +190.7% |
| All | +245.8% | -4.5% | +250.3% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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