+1,257.2%
BAC vs QCOM
+49,361.3%
-48,104.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.5% | +5.9% | -1.6% |
| 7D | -2.7% | -15.5% | +12.8% | +0.6% |
| 30D | -8.0% | -13.4% | +5.4% | -5.4% |
| 3M | -20.9% | 0.0% | -21.0% | -21.4% |
| 6M | -5.4% | -15.2% | +9.8% | -4.5% |
| YTD | -8.1% | -6.9% | -1.1% | -9.7% |
| 1Y | -3.1% | -11.0% | +7.9% | -3.9% |
| 3Y | +88.1% | +39.8% | +48.4% | +65.8% |
| 5Y | +19.7% | +7.2% | +12.5% | +9.3% |
| 10Y | +275.9% | +207.7% | +68.2% | +166.7% |
| All | +1,257.2% | +49,361.3% | -48,104.1% | +439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling