+230.9%
QCOM vs BAH
+218.8%
+12.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.3% |
| 7D | +5.8% | -1.5% | +7.3% | +6.0% |
| 30D | -2.3% | +17.3% | -19.6% | -6.0% |
| 3M | +2.7% | +14.9% | -12.2% | -0.9% |
| 6M | -21.0% | +14.2% | -35.3% | -24.4% |
| YTD | +1.8% | +5.1% | -3.3% | -1.5% |
| 1Y | +2.4% | +2.1% | +0.3% | -0.3% |
| 3Y | +52.1% | -26.0% | +78.1% | +54.8% |
| 5Y | +14.6% | +9.0% | +5.7% | -0.8% |
| 10Y | +230.9% | +208.8% | +22.1% | +96.3% |
| All | +230.9% | +218.8% | +12.1% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling