+20.6%
BAC vs QCOM
+21.7%
-1.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.4% |
| 7D | -1.9% | +2.0% | -3.8% | -2.4% |
| 30D | -7.2% | +1.2% | -8.4% | -7.7% |
| 3M | -20.4% | +9.1% | -29.6% | -22.5% |
| 6M | +1.3% | -25.0% | +26.3% | +5.8% |
| YTD | -6.4% | +4.8% | -11.2% | -11.8% |
| 1Y | -3.5% | +3.6% | -7.1% | -8.9% |
| 3Y | +96.7% | +51.5% | +45.2% | +57.8% |
| 5Y | +20.6% | +19.7% | +0.9% | -1.1% |
| All | +20.6% | +21.7% | -1.1% | -1.1% |
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