+242.8%
QCOM vs BUD
-4.3%
+247.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | +5.5% | +6.0% | -0.5% | +3.4% |
| 30D | -1.1% | +11.3% | -12.4% | -5.1% |
| 3M | +7.6% | +3.6% | +4.0% | +5.7% |
| 6M | -20.1% | +7.7% | -27.8% | -23.2% |
| YTD | +3.0% | +36.4% | -33.3% | -9.6% |
| 1Y | +3.2% | +37.8% | -34.6% | -9.8% |
| 3Y | +48.9% | +51.2% | -2.4% | +23.4% |
| 5Y | +21.1% | +53.4% | -32.3% | -1.7% |
| 10Y | +242.8% | -3.2% | +246.0% | +187.2% |
| All | +242.8% | -4.3% | +247.1% | +187.2% |
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