+460.8%
QCOM vs BUD
+214.6%
+246.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.0% |
| 7D | +0.4% | +4.5% | -4.1% | -1.4% |
| 30D | -6.6% | +12.5% | -19.1% | -11.0% |
| 3M | +3.7% | 0.0% | +3.7% | +3.1% |
| 6M | -13.3% | +3.8% | -17.1% | -15.8% |
| YTD | -1.8% | +33.1% | -34.8% | -13.2% |
| 1Y | -2.5% | +35.5% | -38.0% | -14.5% |
| 3Y | +47.0% | +49.4% | -2.4% | +22.0% |
| 5Y | +13.1% | +48.0% | -34.9% | -7.1% |
| 10Y | +224.7% | -8.6% | +233.3% | +196.2% |
| All | +460.8% | +214.6% | +246.2% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling