+212.0%
QCOM vs BABA
+29.8%
+182.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | +3.3% | -4.8% | +8.1% | +4.6% |
| 30D | +7.7% | -11.9% | +19.6% | +11.1% |
| 3M | -30.1% | -9.3% | -20.8% | -28.6% |
| 6M | +22.8% | -14.2% | +37.1% | +26.8% |
| YTD | +0.2% | -22.0% | +22.2% | +5.6% |
| 1Y | +7.9% | -12.7% | +20.6% | +9.4% |
| 3Y | +55.8% | +26.7% | +29.2% | +36.2% |
| 5Y | +30.1% | -29.3% | +59.4% | +26.0% |
| 10Y | +248.9% | +21.2% | +227.6% | +177.0% |
| All | +212.0% | +29.8% | +182.2% | +132.5% |
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