+54.3%
QCOM vs BABA
+27.3%
+27.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | +3.3% | -4.8% | +8.1% | +4.4% |
| 30D | +7.7% | -11.9% | +19.6% | +10.4% |
| 3M | -30.1% | -9.3% | -20.8% | -28.9% |
| 6M | +22.8% | -14.2% | +37.1% | +26.0% |
| YTD | +0.2% | -22.0% | +22.2% | +4.5% |
| 1Y | +7.9% | -12.7% | +20.6% | +9.4% |
| All | +54.3% | +27.3% | +27.0% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling