+230.9%
QCOM vs BABA
+15.0%
+215.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.7% | +7.4% | +4.7% |
| 7D | +5.8% | +3.8% | +2.0% | +4.6% |
| 30D | -2.3% | -5.4% | +3.1% | -1.0% |
| 3M | +2.7% | -17.9% | +20.6% | +7.6% |
| 6M | -21.0% | -24.1% | +3.1% | -15.8% |
| YTD | +1.8% | -27.4% | +29.3% | +9.0% |
| 1Y | +2.4% | -36.1% | +38.5% | +13.3% |
| 3Y | +52.1% | +35.4% | +16.8% | +29.7% |
| 5Y | +14.6% | -30.1% | +44.7% | +12.2% |
| 10Y | +230.9% | +15.8% | +215.0% | +187.1% |
| All | +230.9% | +15.0% | +215.9% | +187.1% |
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