+230.9%
QCOM vs BUD
-8.7%
+239.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.3% | +3.2% |
| 7D | +5.8% | +1.3% | +4.5% | +5.2% |
| 30D | -2.3% | +10.0% | -12.3% | -5.9% |
| 3M | +2.7% | +1.6% | +1.1% | +1.6% |
| 6M | -21.0% | +6.5% | -27.5% | -23.9% |
| YTD | +1.8% | +34.8% | -33.0% | -10.4% |
| 1Y | +2.4% | +36.5% | -34.0% | -10.3% |
| 3Y | +52.1% | +49.0% | +3.2% | +26.8% |
| 5Y | +14.6% | +51.7% | -37.0% | -6.6% |
| 10Y | +230.9% | -7.5% | +238.4% | +184.7% |
| All | +230.9% | -8.7% | +239.6% | +184.7% |
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