+242.6%
QCOM vs BABA
+8.5%
+234.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | +4.3% | -13.8% | +18.0% | +8.3% |
| 30D | -0.1% | -15.1% | +15.0% | +4.2% |
| 3M | +5.2% | -22.7% | +28.0% | +12.0% |
| 6M | -18.4% | -34.7% | +16.3% | -9.4% |
| YTD | +2.4% | -35.0% | +37.4% | +12.8% |
| 1Y | +0.9% | -40.4% | +41.3% | +13.6% |
| 3Y | +48.4% | +21.9% | +26.5% | +29.9% |
| 5Y | +16.6% | -39.9% | +56.5% | +19.3% |
| All | +242.6% | +8.5% | +234.2% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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