+216.5%
QCOM vs BABA
+16.2%
+200.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.2% |
| 7D | +0.4% | +11.6% | -11.3% | -2.7% |
| 30D | -6.6% | +2.3% | -8.9% | -7.3% |
| 3M | +3.7% | -13.7% | +17.4% | +7.2% |
| 6M | -13.3% | -21.9% | +8.6% | -8.3% |
| YTD | -1.8% | -24.6% | +22.9% | +4.1% |
| 1Y | -2.5% | -34.1% | +31.6% | +7.1% |
| 3Y | +47.0% | +36.3% | +10.7% | +25.2% |
| 5Y | +13.1% | -26.7% | +39.8% | +9.3% |
| All | +216.5% | +16.2% | +200.3% | +175.9% |
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