+26.5%
BAC vs QCOM
+10.3%
+16.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.6% | +3.3% | -2.8% | +0.4% |
| 30D | -0.9% | +7.7% | -8.6% | -1.4% |
| 3M | +16.3% | -30.1% | +46.4% | +18.9% |
| 6M | +26.0% | +22.8% | +3.1% | +18.0% |
| YTD | +15.2% | +0.2% | +15.0% | +11.7% |
| 1Y | +26.5% | +7.9% | +18.7% | +22.0% |
| All | +26.5% | +10.3% | +16.2% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 1y: compounded portfolio wealth divided by compounded QCOM 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…
1y analysis · Full analysis span regression · 6 months rolling