+230.9%
QCOM vs BA
+31.3%
+199.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.9% |
| 7D | +5.8% | -1.7% | +7.5% | +6.5% |
| 30D | -2.3% | -9.5% | +7.2% | +0.7% |
| 3M | +2.7% | -26.5% | +29.2% | +13.3% |
| 6M | -21.0% | -27.4% | +6.4% | -12.8% |
| YTD | +1.8% | -20.6% | +22.4% | +8.7% |
| 1Y | +2.4% | -11.4% | +13.9% | +5.2% |
| 3Y | +52.1% | -10.8% | +63.0% | +52.2% |
| 5Y | +14.6% | -21.9% | +36.6% | +16.2% |
| 10Y | +230.9% | +28.1% | +202.7% | +180.0% |
| All | +230.9% | +31.3% | +199.6% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling