+7.2%
QCOM vs BABA
-30.3%
+37.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +2.6% | -12.1% | -10.1% |
| 7D | -15.5% | +8.6% | -24.0% | -17.0% |
| 30D | -13.4% | -1.1% | -12.3% | -13.3% |
| 3M | 0.0% | -15.9% | +16.0% | +3.4% |
| 6M | -15.2% | -17.5% | +2.3% | -12.3% |
| YTD | -6.9% | -25.6% | +18.7% | -2.1% |
| 1Y | -11.0% | -33.8% | +22.9% | -4.1% |
| 3Y | +39.8% | +34.6% | +5.1% | +24.0% |
| 5Y | +7.2% | -27.7% | +34.8% | -2.3% |
| All | +7.2% | -30.3% | +37.5% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling