+27.2%
BAC vs QCOM
+10.3%
+16.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.1% | +3.3% | -2.2% | +0.9% |
| 30D | -0.4% | +7.7% | -8.1% | -0.9% |
| 3M | +16.9% | -30.1% | +47.0% | +19.5% |
| 6M | +26.6% | +22.8% | +3.8% | +18.6% |
| YTD | +15.8% | +0.2% | +15.6% | +12.3% |
| 1Y | +27.2% | +7.9% | +19.3% | +22.6% |
| All | +27.2% | +10.3% | +16.9% | +22.6% |
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