+472.1%
QCOM vs BUD
+201.1%
+271.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.3% | +0.3% | +3.1% | +3.2% |
| 30D | +7.7% | -5.7% | +13.4% | +9.9% |
| 3M | -30.1% | +3.1% | -33.2% | -31.4% |
| 6M | +22.8% | +7.9% | +15.0% | +18.3% |
| YTD | +0.2% | +27.3% | -27.1% | -9.6% |
| 1Y | +7.9% | +37.8% | -30.0% | -5.7% |
| 3Y | +55.8% | +49.8% | +6.0% | +29.5% |
| 5Y | +30.1% | +43.8% | -13.8% | +8.2% |
| 10Y | +248.9% | -22.6% | +271.5% | +240.3% |
| All | +472.1% | +201.1% | +271.0% | +225.6% |
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