+11.2%
QCOM vs BABA
-28.1%
+39.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.2% |
| 7D | +0.4% | +11.6% | -11.3% | -2.1% |
| 30D | -6.6% | +2.3% | -8.9% | -7.2% |
| 3M | +3.7% | -13.7% | +17.4% | +6.6% |
| 6M | -13.3% | -21.9% | +8.6% | -9.3% |
| YTD | -1.8% | -24.6% | +22.9% | +3.0% |
| 1Y | -2.5% | -34.1% | +31.6% | +5.2% |
| 3Y | +47.0% | +36.3% | +10.7% | +30.1% |
| All | +11.2% | -28.1% | +39.3% | +1.6% |
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 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