+18.0%
BAC vs QCOM
+13.0%
+5.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.9% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -7.7% | -6.6% | -1.0% | -6.5% |
| 3M | -21.2% | +3.7% | -24.8% | -22.3% |
| 6M | -6.8% | -13.3% | +6.5% | -7.0% |
| YTD | -8.7% | -1.8% | -6.9% | -12.7% |
| 1Y | -5.3% | -2.5% | -2.8% | -9.3% |
| 3Y | +87.4% | +47.0% | +40.5% | +51.2% |
| All | +18.0% | +13.0% | +5.0% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling