+189.8%
QCOM vs BABA
+23.9%
+166.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +2.6% | -12.1% | -10.2% |
| 7D | -15.5% | +8.6% | -24.0% | -17.4% |
| 30D | -13.4% | -1.1% | -12.3% | -13.3% |
| 3M | 0.0% | -15.9% | +16.0% | +4.2% |
| 6M | -15.2% | -17.5% | +2.3% | -11.7% |
| YTD | -6.9% | -25.6% | +18.7% | -1.0% |
| 1Y | -11.0% | -33.8% | +22.9% | -2.4% |
| 3Y | +39.8% | +34.6% | +5.1% | +19.5% |
| 5Y | +7.2% | -27.7% | +34.8% | +2.9% |
| 10Y | +207.7% | +17.7% | +190.0% | +146.0% |
| All | +189.8% | +23.9% | +166.0% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling