+251.9%
QCOM vs BA
+24.8%
+227.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | +13.0% | -0.6% | +13.6% | +13.2% |
| 30D | +0.2% | -8.0% | +8.2% | +2.7% |
| 3M | +9.2% | -25.8% | +35.0% | +20.1% |
| 6M | -15.0% | -27.6% | +12.6% | -6.0% |
| YTD | +5.2% | -21.0% | +26.2% | +12.5% |
| 1Y | +2.4% | -12.3% | +14.6% | +5.5% |
| 3Y | +52.0% | -12.8% | +64.7% | +53.1% |
| 5Y | +19.7% | -22.4% | +42.1% | +21.6% |
| All | +251.9% | +24.8% | +227.1% | +179.1% |
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