+88.7%
BAC vs QCOM
+39.2%
+49.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.5% | +5.9% | -2.0% |
| 7D | -2.7% | -15.5% | +12.8% | 0.0% |
| 30D | -8.0% | -13.4% | +5.4% | -5.9% |
| 3M | -20.9% | 0.0% | -21.0% | -21.2% |
| 6M | -5.4% | -15.2% | +9.8% | -5.6% |
| YTD | -8.1% | -6.9% | -1.1% | -10.8% |
| 1Y | -3.1% | -11.0% | +7.9% | -5.0% |
| All | +88.7% | +39.2% | +49.5% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling