+220.2%
QCOM vs BABA
+20.7%
+199.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.9% | +0.4% | +4.0% |
| 7D | -5.3% | +4.3% | -9.6% | -6.4% |
| 30D | -4.2% | -5.0% | +0.8% | -2.9% |
| 3M | +7.0% | -18.4% | +25.4% | +12.5% |
| 6M | +3.8% | -20.3% | +24.1% | +9.2% |
| YTD | +2.8% | -27.5% | +30.3% | +10.3% |
| 1Y | +2.3% | -35.3% | +37.6% | +13.0% |
| 3Y | +54.4% | +31.2% | +23.3% | +33.1% |
| 5Y | +23.7% | -32.1% | +55.8% | +21.2% |
| 10Y | +240.0% | +14.7% | +225.3% | +174.0% |
| All | +220.2% | +20.7% | +199.5% | +142.9% |
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