+3.8%
QCOM vs BABA
-20.7%
+24.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.9% | +0.4% | +4.6% |
| 7D | -5.3% | +4.3% | -9.6% | -5.9% |
| 30D | -4.2% | -5.0% | +0.8% | -3.7% |
| 3M | +7.0% | -18.4% | +25.4% | +10.1% |
| 6M | +3.8% | -20.3% | +24.1% | +8.7% |
| All | +3.8% | -20.7% | +24.5% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling